+1,150.7%
TER vs EQX
+244.1%
+906.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.9% |
| 7D | +12.4% | +1.7% | +10.6% | +12.0% |
| 30D | +5.1% | +11.1% | -6.0% | +3.1% |
| 3M | +4.0% | +23.1% | -19.1% | +0.1% |
| 6M | +29.5% | -21.8% | +51.4% | +32.9% |
| YTD | +98.5% | -8.1% | +106.6% | +98.5% |
| 1Y | +234.1% | +29.7% | +204.4% | +218.5% |
| 3Y | +289.0% | +179.9% | +109.1% | +224.0% |
| 5Y | +228.2% | +82.5% | +145.7% | +172.8% |
| All | +1,150.7% | +244.1% | +906.6% | +1,281.6% |
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