-5.4%
TSLL vs EQT
+36.2%
-41.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -2.0% |
| 7D | -11.0% | -3.8% | -7.2% | -8.1% |
| 30D | -5.3% | -1.3% | -4.0% | -4.4% |
| 3M | +20.8% | -3.5% | +24.4% | +23.5% |
| 6M | -36.0% | -6.5% | -29.5% | -34.0% |
| YTD | -47.3% | -1.8% | -45.5% | -49.0% |
| 1Y | -48.4% | -10.7% | -37.7% | -46.2% |
| 3Y | -5.4% | +38.5% | -44.0% | -34.3% |
| All | -5.4% | +36.2% | -41.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 3y: compounded portfolio wealth divided by compounded EQT 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…
3y analysis · Full analysis span regression · 6 months rolling