-17.2%
TLT vs EQX
+226.7%
-243.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.9% |
| 7D | -1.6% | -7.0% | +5.4% | -1.2% |
| 30D | -1.3% | +4.8% | -6.2% | -1.7% |
| 3M | -3.7% | +25.6% | -29.4% | -5.1% |
| 6M | -6.4% | -25.8% | +19.5% | -5.3% |
| YTD | -4.5% | -12.7% | +8.3% | -4.6% |
| 1Y | -5.9% | +14.1% | -19.9% | -7.7% |
| 3Y | -2.8% | +165.7% | -168.5% | -11.3% |
| 5Y | -35.1% | +81.2% | -116.3% | -40.7% |
| All | -17.2% | +226.7% | -243.9% | -31.3% |
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