+88.6%
TGT vs EQX
+7.1%
+81.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.8% | -7.2% | +5.4% |
| 7D | +9.5% | +7.6% | +1.9% | +9.3% |
| 30D | +6.6% | +0.4% | +6.2% | +6.4% |
| 3M | +11.0% | +18.0% | -7.0% | +11.3% |
| 6M | +29.9% | -18.4% | +48.2% | +30.5% |
| YTD | +71.4% | -19.3% | +90.8% | +70.1% |
| 1Y | +88.6% | +9.2% | +79.4% | +87.1% |
| All | +88.6% | +7.1% | +81.5% | +87.1% |
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