+100.5%
T vs EQX
+232.0%
-131.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +1.5% | -3.2% | +4.7% | +1.6% |
| 30D | +7.5% | +7.8% | -0.3% | +7.0% |
| 3M | +14.8% | +21.3% | -6.5% | +13.6% |
| 6M | -1.7% | -22.4% | +20.7% | -0.9% |
| YTD | +8.7% | -11.3% | +20.0% | +8.4% |
| 1Y | -7.5% | +13.5% | -21.0% | -9.2% |
| 3Y | +110.2% | +162.1% | -51.9% | +93.0% |
| 5Y | +71.6% | +84.2% | -12.5% | +56.4% |
| All | +100.5% | +232.0% | -131.5% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling