+352.3%
TDG vs EQX
+232.0%
+120.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.7% |
| 30D | -7.7% | +7.8% | -15.5% | -8.3% |
| 3M | -9.3% | +21.3% | -30.7% | -10.9% |
| 6M | -9.4% | -22.4% | +13.0% | -8.3% |
| YTD | -14.3% | -11.3% | -2.9% | -14.4% |
| 1Y | -11.8% | +13.5% | -25.3% | -13.9% |
| 3Y | +52.0% | +162.1% | -110.2% | +35.0% |
| 5Y | +128.8% | +84.2% | +44.6% | +101.5% |
| All | +352.3% | +232.0% | +120.3% | +370.8% |
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 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