+41.8%
TGT vs EQX
+168.9%
-127.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | 0.0% |
| 7D | -5.2% | -3.2% | -2.0% | -5.2% |
| 30D | +1.2% | +7.8% | -6.6% | +1.0% |
| 3M | +18.4% | +21.3% | -3.0% | +17.8% |
| 6M | +33.4% | -22.4% | +55.9% | +34.4% |
| YTD | +63.8% | -11.3% | +75.1% | +63.4% |
| 1Y | +77.2% | +13.5% | +63.7% | +74.5% |
| 3Y | +41.8% | +162.1% | -120.4% | +28.7% |
| All | +41.8% | +168.9% | -127.1% | +28.7% |
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