+1,277.3%
TSM vs EQX
+226.7%
+1,050.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -1.1% |
| 7D | +2.6% | -7.0% | +9.7% | +3.4% |
| 30D | +1.4% | +4.8% | -3.4% | +0.7% |
| 3M | +5.0% | +25.6% | -20.7% | +1.9% |
| 6M | +24.0% | -25.8% | +49.8% | +26.7% |
| YTD | +41.6% | -12.7% | +54.3% | +41.8% |
| 1Y | +66.2% | +14.1% | +52.1% | +61.7% |
| 3Y | +398.2% | +165.7% | +232.5% | +336.6% |
| 5Y | +277.6% | +81.2% | +196.4% | +229.7% |
| All | +1,277.3% | +226.7% | +1,050.6% | +1,401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling