+220.7%
TEL vs EQX
+232.0%
-11.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +3.4% |
| 7D | +1.6% | -3.2% | +4.8% | +1.9% |
| 30D | -0.7% | +7.8% | -8.4% | -1.5% |
| 3M | +2.4% | +21.3% | -18.9% | +0.2% |
| 6M | +4.1% | -22.4% | +26.5% | +5.8% |
| YTD | -5.8% | -11.3% | +5.5% | -5.8% |
| 1Y | +0.9% | +13.5% | -12.6% | -1.5% |
| 3Y | +72.6% | +162.1% | -89.5% | +52.5% |
| 5Y | +57.5% | +84.2% | -26.6% | +37.4% |
| All | +220.7% | +232.0% | -11.3% | +233.3% |
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