-29.4%
TSCO vs EQX
+7.1%
-36.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.8% | -8.6% | +3.2% |
| 7D | +15.7% | +7.6% | +8.1% | +14.9% |
| 30D | +16.4% | +0.4% | +16.0% | +16.1% |
| 3M | +11.2% | +18.0% | -6.8% | +9.2% |
| 6M | +14.9% | -18.4% | +33.3% | +16.5% |
| YTD | -25.4% | -19.3% | -6.1% | -22.5% |
| 1Y | -29.4% | +9.2% | -38.6% | -28.2% |
| All | -29.4% | +7.1% | -36.4% | -28.2% |
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