+275.7%
TRV vs EQX
+232.0%
+43.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +2.1% |
| 7D | +1.9% | -3.2% | +5.1% | +2.0% |
| 30D | +1.7% | +7.8% | -6.1% | +1.6% |
| 3M | +23.9% | +21.3% | +2.5% | +23.6% |
| 6M | +26.3% | -22.4% | +48.7% | +26.6% |
| YTD | +30.8% | -11.3% | +42.1% | +30.8% |
| 1Y | +36.3% | +13.5% | +22.8% | +35.8% |
| 3Y | +145.0% | +162.1% | -17.1% | +139.4% |
| 5Y | +163.9% | +84.2% | +79.7% | +156.6% |
| All | +275.7% | +232.0% | +43.7% | +301.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling