+169.0%
EQX vs TW
+209.8%
-40.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -5.0% |
| 7D | -7.0% | -2.7% | -4.3% | -6.4% |
| 30D | +4.8% | -1.7% | +6.6% | +5.2% |
| 3M | +25.6% | +1.6% | +24.0% | +24.4% |
| 6M | -25.8% | -17.7% | -8.2% | -23.0% |
| YTD | -12.7% | -4.3% | -8.4% | -13.4% |
| 1Y | +14.1% | -13.1% | +27.2% | +16.2% |
| 3Y | +165.7% | +20.3% | +145.5% | +144.1% |
| 5Y | +81.2% | +22.0% | +59.3% | +60.4% |
| All | +169.0% | +209.8% | -40.9% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling