+10.1%
TFC vs EQX
-27.6%
+37.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.4% | +0.7% |
| 7D | -2.5% | -7.0% | +4.5% | -2.1% |
| 30D | -2.8% | +4.8% | -7.7% | -3.2% |
| 3M | +2.1% | +25.6% | -23.5% | -0.2% |
| 6M | +10.1% | -25.8% | +36.0% | +14.8% |
| All | +10.1% | -27.6% | +37.7% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling