-40.9%
TSCO vs EQX
+42.9%
-83.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.3% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +5.5% | +24.4% | -18.9% | +3.8% |
| 3M | +20.0% | +11.6% | +8.3% | +18.9% |
| 6M | -29.8% | -25.0% | -4.8% | -28.3% |
| YTD | -28.7% | -8.4% | -20.3% | -27.2% |
| 1Y | -40.9% | +43.4% | -84.3% | -39.8% |
| All | -40.9% | +42.9% | -83.8% | -39.8% |
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