-48.9%
TOST vs EQX
+72.1%
-121.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -0.7% |
| 7D | -5.9% | -7.0% | +1.1% | -4.6% |
| 30D | -8.4% | +4.8% | -13.3% | -9.4% |
| 3M | +31.4% | +25.6% | +5.8% | +25.1% |
| 6M | +10.5% | -25.8% | +36.4% | +14.9% |
| YTD | -10.1% | -12.7% | +2.7% | -10.7% |
| 1Y | -19.9% | +14.1% | -34.0% | -25.6% |
| 3Y | +53.3% | +165.7% | -112.5% | +9.5% |
| All | -48.9% | +72.1% | -121.0% | -60.3% |
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