-52.1%
TSLL vs TXG
+49.3%
-101.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.7% | +1.2% | +5.9% |
| 7D | -14.3% | +5.5% | -19.9% | -15.8% |
| 30D | -6.2% | -19.3% | +13.2% | +3.9% |
| 3M | +21.2% | +25.0% | -3.8% | +3.7% |
| 6M | -36.6% | +201.2% | -237.7% | -67.3% |
| YTD | -47.8% | +298.8% | -346.6% | -78.0% |
| 1Y | -45.2% | +326.6% | -371.8% | -78.1% |
| 3Y | -3.3% | +78.3% | -81.6% | -46.2% |
| All | -52.1% | +49.3% | -101.4% | -72.2% |
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 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