+151.1%
TOST vs EQX
+129.0%
+22.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | 0.0% | -10.5% | +10.5% | +1.3% |
| 30D | +16.2% | +0.2% | +16.0% | +16.0% |
| 3M | -1.5% | -7.9% | +6.4% | -1.0% |
| 6M | +55.3% | -28.6% | +83.9% | +59.6% |
| YTD | -2.3% | -26.3% | +23.9% | -1.4% |
| 1Y | -5.5% | -20.2% | +14.7% | -5.7% |
| 3Y | +151.1% | +131.1% | +20.0% | +95.6% |
| All | +151.1% | +129.0% | +22.1% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling