+225.2%
TPR vs EQX
+73.3%
+151.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.1% | +7.0% | +2.4% |
| 7D | -5.1% | -7.0% | +1.9% | -4.5% |
| 30D | -27.6% | +4.8% | -32.4% | -28.0% |
| 3M | -17.5% | +25.6% | -43.1% | -19.5% |
| 6M | -21.3% | -25.8% | +4.5% | -19.8% |
| YTD | -8.5% | -12.7% | +4.3% | -8.6% |
| 1Y | +11.5% | +14.1% | -2.6% | +8.2% |
| 3Y | +288.0% | +165.7% | +122.3% | +230.3% |
| 5Y | +225.2% | +81.2% | +143.9% | +175.5% |
| All | +225.2% | +73.3% | +151.9% | +175.5% |
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