+217.6%
EQX vs TSLQ
-97.2%
+314.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.6% |
| 7D | -3.2% | -6.6% | +3.4% | -3.7% |
| 30D | +7.8% | -24.3% | +32.1% | +6.1% |
| 3M | +21.3% | -3.6% | +25.0% | +22.5% |
| 6M | -22.4% | -12.0% | -10.5% | -21.3% |
| YTD | -11.3% | +1.4% | -12.7% | -9.2% |
| 1Y | +13.5% | -43.6% | +57.1% | +13.9% |
| 3Y | +162.1% | -95.4% | +257.5% | +145.5% |
| All | +217.6% | -97.2% | +314.9% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling