-10.5%
TEM vs EQX
+7.1%
-17.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.8% | -15.6% | -7.4% |
| 7D | -1.3% | +7.6% | -8.9% | -4.2% |
| 30D | -9.5% | +0.4% | -9.9% | -10.1% |
| 3M | +60.7% | +18.0% | +42.7% | +53.4% |
| 6M | +35.5% | -18.4% | +53.8% | +40.2% |
| YTD | +28.0% | -19.3% | +47.4% | +33.6% |
| 1Y | -10.5% | +9.2% | -19.7% | -6.1% |
| All | -10.5% | +7.1% | -17.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling