+589.6%
TT vs EQX
+226.7%
+362.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -0.6% |
| 7D | -1.0% | -7.0% | +6.0% | -0.5% |
| 30D | -8.9% | +4.8% | -13.7% | -9.3% |
| 3M | -1.8% | +25.6% | -27.5% | -3.7% |
| 6M | +1.9% | -25.8% | +27.7% | +3.3% |
| YTD | +13.8% | -12.7% | +26.6% | +13.9% |
| 1Y | +6.1% | +14.1% | -7.9% | +4.0% |
| 3Y | +119.6% | +165.7% | -46.2% | +99.9% |
| 5Y | +145.9% | +81.2% | +64.6% | +121.8% |
| All | +589.6% | +226.7% | +362.9% | +591.6% |
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