-44.0%
TSLL vs TXG
+265.0%
-309.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.1% | +6.3% |
| 7D | +0.5% | -8.1% | +8.6% | +4.2% |
| 30D | +2.7% | -17.5% | +20.1% | +8.9% |
| 3M | +26.3% | +6.1% | +20.2% | +21.1% |
| 6M | -37.2% | +202.7% | -239.9% | -55.3% |
| YTD | -44.2% | +280.4% | -324.7% | -63.1% |
| 1Y | -44.0% | +274.0% | -318.0% | -63.0% |
| All | -44.0% | +265.0% | -309.0% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling