-23.4%
TSLL vs TXT
-1.0%
-22.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.7% |
| 7D | +1.9% | -4.8% | +6.7% | +3.9% |
| 30D | +17.8% | -10.6% | +28.4% | +23.8% |
| 3M | -37.0% | -13.2% | -23.8% | -33.2% |
| 6M | -37.7% | -20.3% | -17.3% | -32.0% |
| YTD | -51.4% | -9.3% | -42.1% | -50.2% |
| 1Y | -23.4% | -2.7% | -20.7% | -16.1% |
| All | -23.4% | -1.0% | -22.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling