-35.2%
TSLL vs EQX
-20.3%
-15.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.5% | -10.3% |
| 7D | +1.9% | -1.4% | +3.3% | +3.1% |
| 30D | +17.8% | +24.4% | -6.6% | +3.0% |
| 3M | -37.0% | +11.6% | -48.6% | -41.2% |
| All | -35.2% | -20.3% | -15.0% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling