+96.6%
T vs EQX
+226.7%
-130.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.6% | +1.8% |
| 7D | -2.4% | -7.0% | +4.6% | -2.1% |
| 30D | +4.3% | +4.8% | -0.6% | +4.0% |
| 3M | +11.6% | +25.6% | -14.1% | +10.2% |
| 6M | -5.6% | -25.8% | +20.3% | -4.6% |
| YTD | +6.6% | -12.7% | +19.3% | +6.4% |
| 1Y | -8.4% | +14.1% | -22.4% | -10.2% |
| 3Y | +107.8% | +165.7% | -57.9% | +90.6% |
| 5Y | +68.3% | +81.2% | -12.9% | +53.5% |
| All | +96.6% | +226.7% | -130.1% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling