-55.4%
TSLL vs EQX
+204.1%
-259.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.5% | -11.3% |
| 7D | +1.9% | -1.4% | +3.3% | +2.3% |
| 30D | +17.8% | +24.4% | -6.6% | +12.7% |
| 3M | -37.0% | +11.6% | -48.6% | -38.4% |
| 6M | -37.7% | -25.0% | -12.7% | -35.1% |
| YTD | -51.4% | -8.4% | -43.0% | -51.2% |
| 1Y | -23.4% | +43.4% | -66.8% | -28.2% |
| 3Y | -30.8% | +162.0% | -192.8% | -41.4% |
| All | -55.4% | +204.1% | -259.5% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling