-34.2%
TSLL vs TXG
+163.6%
-197.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +7.9% |
| 7D | -21.2% | -15.4% | -5.8% | -16.4% |
| 30D | -13.3% | -22.1% | +8.8% | -6.2% |
| 3M | +15.4% | +30.0% | -14.6% | +2.4% |
| 6M | -34.2% | +160.7% | -194.9% | -36.2% |
| All | -34.2% | +163.6% | -197.8% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling