-51.7%
TSLL vs TXT
+34.1%
-85.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | -0.6% |
| 7D | -11.0% | -1.1% | -10.0% | -9.8% |
| 30D | -5.3% | +17.1% | -22.4% | -19.1% |
| 3M | +20.8% | -2.6% | +23.5% | +22.5% |
| 6M | -36.0% | -4.6% | -31.4% | -34.3% |
| YTD | -47.3% | -0.3% | -47.0% | -49.9% |
| 1Y | -48.4% | +5.9% | -54.3% | -54.3% |
| 3Y | -5.4% | +14.4% | -19.8% | -26.1% |
| All | -51.7% | +34.1% | -85.8% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling