+253.1%
TSEM vs EQX
+42.9%
+210.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.4% | +10.2% | +8.3% |
| 7D | +6.9% | -1.4% | +8.3% | +7.1% |
| 30D | +5.3% | +24.4% | -19.1% | +0.9% |
| 3M | -14.9% | +11.6% | -26.5% | -17.7% |
| 6M | +80.0% | -25.0% | +105.0% | +82.5% |
| YTD | +89.4% | -8.4% | +97.7% | +84.3% |
| 1Y | +253.1% | +43.4% | +209.7% | +221.4% |
| All | +253.1% | +42.9% | +210.2% | +221.4% |
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