-23.4%
TSLL vs EQX
+42.9%
-66.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.5% | -10.9% |
| 7D | +1.9% | -1.4% | +3.3% | +2.7% |
| 30D | +17.8% | +24.4% | -6.6% | +8.3% |
| 3M | -37.0% | +11.6% | -48.6% | -40.0% |
| 6M | -37.7% | -25.0% | -12.7% | -35.0% |
| YTD | -51.4% | -8.4% | -43.0% | -51.5% |
| 1Y | -23.4% | +43.4% | -66.8% | -23.2% |
| All | -23.4% | +42.9% | -66.3% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling