+45.8%
TNA vs EQX
+17.2%
+28.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.5% |
| 7D | -7.3% | -3.2% | -4.1% | -6.2% |
| 30D | -14.2% | +7.8% | -21.9% | -16.6% |
| 3M | -4.6% | +21.3% | -25.9% | -12.0% |
| 6M | +36.9% | -22.4% | +59.3% | +44.7% |
| YTD | +42.5% | -11.3% | +53.9% | +44.3% |
| 1Y | +45.8% | +13.5% | +32.3% | +41.0% |
| All | +45.8% | +17.2% | +28.5% | +41.0% |
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