-54.3%
TSLL vs TXT
+4.1%
-58.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.0% | +10.6% | +9.3% |
| 7D | -21.2% | -2.5% | -18.7% | -20.3% |
| 30D | -13.3% | +14.4% | -27.7% | -17.2% |
| 3M | +15.4% | -4.9% | +20.3% | +18.6% |
| 6M | -34.2% | -10.2% | -24.0% | -30.9% |
| YTD | -52.9% | -4.1% | -48.8% | -53.4% |
| 1Y | -54.3% | +4.0% | -58.3% | -57.3% |
| All | -54.3% | +4.1% | -58.5% | -57.3% |
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