-21.3%
TOST vs EQX
+17.2%
-38.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | -5.4% | -3.2% | -2.2% | -5.2% |
| 30D | -5.7% | +7.8% | -13.5% | -6.0% |
| 3M | +30.1% | +21.3% | +8.8% | +28.8% |
| 6M | +11.9% | -22.4% | +34.3% | +11.5% |
| YTD | -9.5% | -11.3% | +1.8% | -10.7% |
| 1Y | -21.3% | +13.5% | -34.8% | -20.8% |
| All | -21.3% | +17.2% | -38.5% | -20.8% |
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 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