-48.9%
TSLL vs TXG
+42.4%
-91.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.1% | +6.5% |
| 7D | +0.5% | -8.1% | +8.6% | +6.1% |
| 30D | +2.7% | -17.5% | +20.1% | +12.4% |
| 3M | +26.3% | +6.1% | +20.2% | +18.1% |
| 6M | -37.2% | +202.7% | -239.9% | -67.6% |
| YTD | -44.2% | +280.4% | -324.7% | -76.0% |
| 1Y | -44.0% | +274.0% | -318.0% | -75.9% |
| 3Y | 0.0% | +74.9% | -74.9% | -44.0% |
| All | -48.9% | +42.4% | -91.3% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling