-37.0%
TSLL vs TXG
+94.1%
-131.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -10.9% | -11.4% |
| 7D | +1.9% | +1.8% | +0.1% | +1.3% |
| 30D | +17.8% | +32.0% | -14.2% | +4.1% |
| 3M | -37.0% | +87.0% | -124.0% | -51.9% |
| All | -37.0% | +94.1% | -131.1% | -51.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling