-46.0%
TSLL vs TXT
+9.2%
-55.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.1% | -5.9% |
| 7D | -9.4% | +10.6% | -20.1% | -12.5% |
| 30D | +1.6% | +14.4% | -12.8% | -3.1% |
| 3M | +29.4% | -2.7% | +32.1% | +32.1% |
| 6M | -20.1% | -4.7% | -15.5% | -18.0% |
| YTD | -44.5% | -0.5% | -44.0% | -46.0% |
| 1Y | -46.0% | +8.7% | -54.7% | -52.1% |
| All | -46.0% | +9.2% | -55.2% | -52.1% |
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