-36.5%
TSLL vs EQX
+178.7%
-215.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +5.1% | +1.7% | +3.4% | +4.8% |
| 30D | +20.0% | +11.1% | +8.9% | +16.7% |
| 3M | -23.8% | +23.1% | -46.8% | -27.9% |
| 6M | -30.3% | -21.8% | -8.4% | -27.5% |
| YTD | -47.7% | -8.1% | -39.6% | -47.6% |
| 1Y | -21.2% | +29.7% | -50.9% | -26.4% |
| All | -36.5% | +178.7% | -215.2% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling