+45.9%
TEM vs EQX
+137.9%
-91.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +0.9% | -2.9% |
| 7D | -9.2% | -7.0% | -2.1% | -7.5% |
| 30D | +5.5% | +4.8% | +0.6% | +4.7% |
| 3M | +18.7% | +25.6% | -6.9% | +13.6% |
| 6M | +15.4% | -25.8% | +41.2% | +19.6% |
| YTD | -0.5% | -12.7% | +12.2% | +0.8% |
| 1Y | -24.8% | +14.1% | -38.9% | -25.8% |
| All | +45.9% | +137.9% | -91.9% | +52.6% |
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