-30.8%
TSLL vs EQX
+17.2%
-48.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | +6.1% | -3.2% | +9.3% | +7.4% |
| 30D | +20.6% | +7.8% | +12.9% | +17.4% |
| 3M | -25.4% | +21.3% | -46.7% | -30.9% |
| 6M | -34.2% | -22.4% | -11.8% | -31.8% |
| YTD | -48.4% | -11.3% | -37.1% | -47.8% |
| 1Y | -30.8% | +13.5% | -44.4% | -28.6% |
| All | -30.8% | +17.2% | -48.1% | -28.6% |
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