-21.2%
TSLL vs TXG
+385.8%
-407.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.0% |
| 7D | +5.1% | +9.1% | -4.0% | +2.5% |
| 30D | +20.0% | +14.9% | +5.1% | +15.4% |
| 3M | -23.8% | +120.0% | -143.7% | -38.5% |
| 6M | -30.3% | +221.8% | -252.1% | -48.9% |
| YTD | -47.7% | +312.6% | -360.2% | -64.1% |
| 1Y | -21.2% | +398.4% | -419.6% | -47.4% |
| All | -21.2% | +385.8% | -407.0% | -47.4% |
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