-24.1%
TE vs EQX
+168.9%
-193.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.2% |
| 7D | +0.2% | -3.2% | +3.4% | +1.1% |
| 30D | -5.9% | +7.8% | -13.7% | -8.1% |
| 3M | -45.6% | +21.3% | -66.9% | -48.5% |
| 6M | -43.4% | -22.4% | -20.9% | -41.3% |
| YTD | -31.0% | -11.3% | -19.7% | -31.1% |
| 1Y | +145.2% | +13.5% | +131.7% | +133.0% |
| 3Y | -24.1% | +162.1% | -186.2% | -43.5% |
| All | -24.1% | +168.9% | -193.0% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling