+58.3%
TNA vs EQX
+232.0%
-173.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.6% |
| 7D | -7.3% | -3.2% | -4.1% | -6.4% |
| 30D | -14.2% | +7.8% | -21.9% | -16.3% |
| 3M | -4.6% | +21.3% | -25.9% | -10.9% |
| 6M | +36.9% | -22.4% | +59.3% | +45.6% |
| YTD | +42.5% | -11.3% | +53.9% | +43.9% |
| 1Y | +45.8% | +13.5% | +32.3% | +35.7% |
| 3Y | +104.7% | +162.1% | -57.5% | +38.2% |
| 5Y | -21.7% | +84.2% | -105.9% | -46.3% |
| All | +58.3% | +232.0% | -173.7% | +57.8% |
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