+124.3%
TDG vs EQX
+83.7%
+40.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.6% |
| 30D | -7.7% | +7.8% | -15.5% | -8.4% |
| 3M | -9.3% | +21.3% | -30.7% | -11.0% |
| 6M | -9.4% | -22.4% | +13.0% | -8.1% |
| YTD | -14.3% | -11.3% | -2.9% | -14.4% |
| 1Y | -11.8% | +13.5% | -25.3% | -14.1% |
| 3Y | +52.0% | +162.1% | -110.2% | +31.7% |
| All | +124.3% | +83.7% | +40.6% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling