-6.4%
TSLL vs TXG
+65.2%
-71.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.0% |
| 7D | +17.8% | -1.8% | +19.7% | +18.8% |
| 30D | +8.2% | -20.4% | +28.6% | +20.0% |
| 3M | +20.9% | +0.1% | +20.8% | +16.4% |
| 6M | -37.5% | +176.2% | -213.7% | -65.2% |
| YTD | -44.5% | +256.8% | -301.3% | -74.4% |
| 1Y | -33.0% | +255.9% | -288.9% | -69.4% |
| 3Y | -6.4% | +60.2% | -66.6% | -41.0% |
| All | -6.4% | +65.2% | -71.6% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling