+288.1%
TER vs EQX
+168.9%
+119.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.3% |
| 7D | +6.4% | -3.2% | +9.6% | +7.0% |
| 30D | -5.7% | +7.8% | -13.4% | -7.3% |
| 3M | -0.4% | +21.3% | -21.7% | -4.8% |
| 6M | +25.8% | -22.4% | +48.3% | +28.8% |
| YTD | +96.4% | -11.3% | +107.7% | +97.2% |
| 1Y | +229.2% | +13.5% | +215.7% | +221.7% |
| 3Y | +288.1% | +162.1% | +126.0% | +249.0% |
| All | +288.1% | +168.9% | +119.2% | +249.0% |
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