+47.5%
TMUS vs EQX
+83.7%
-36.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.9% |
| 7D | +0.4% | -3.2% | +3.6% | +0.5% |
| 30D | +3.5% | +7.8% | -4.2% | +3.3% |
| 3M | -1.3% | +21.3% | -22.6% | -1.8% |
| 6M | -13.6% | -22.4% | +8.8% | -13.1% |
| YTD | -8.8% | -11.3% | +2.6% | -8.8% |
| 1Y | -22.9% | +13.5% | -36.4% | -23.9% |
| 3Y | +36.7% | +162.1% | -125.4% | +28.2% |
| All | +47.5% | +83.7% | -36.2% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling