-55.4%
TSLL vs TXG
+43.8%
-99.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -10.9% | -11.4% |
| 7D | +1.9% | +1.8% | +0.1% | +1.2% |
| 30D | +17.8% | +32.0% | -14.2% | +1.2% |
| 3M | -37.0% | +87.0% | -124.0% | -55.8% |
| 6M | -37.7% | +180.1% | -217.7% | -65.7% |
| YTD | -51.4% | +284.1% | -335.5% | -78.3% |
| 1Y | -23.4% | +361.7% | -385.0% | -70.8% |
| 3Y | -30.8% | +15.9% | -46.7% | -49.2% |
| All | -55.4% | +43.8% | -99.2% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling