-33.0%
TSLL vs EQX
-21.7%
-11.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | +17.8% | -10.5% | +28.3% | +23.2% |
| 30D | +8.2% | +0.2% | +8.1% | +6.7% |
| 3M | +20.9% | -7.9% | +28.8% | +24.2% |
| 6M | -37.5% | -28.6% | -8.9% | -29.8% |
| YTD | -44.5% | -26.3% | -18.2% | -41.0% |
| 1Y | -33.0% | -20.2% | -12.7% | -34.2% |
| All | -33.0% | -21.7% | -11.2% | -34.2% |
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