+43.4%
EQX vs TSLQ
-50.5%
+93.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.0% | -14.4% | -0.2% |
| 7D | -1.4% | -5.8% | +4.4% | -1.9% |
| 30D | +24.4% | -22.1% | +46.5% | +20.3% |
| 3M | +11.6% | +10.1% | +1.6% | +17.5% |
| 6M | -25.0% | -6.8% | -18.2% | -21.9% |
| YTD | -8.4% | +8.5% | -16.9% | -3.3% |
| 1Y | +43.4% | -49.7% | +93.1% | +51.2% |
| All | +43.4% | -50.5% | +93.9% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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