-24.9%
TSLL vs TXT
+10.0%
-34.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.6% | -20.3% | -20.4% |
| 7D | -28.9% | -2.5% | -26.3% | -26.8% |
| 30D | -21.4% | +12.8% | -34.3% | -30.5% |
| 3M | +5.0% | -3.6% | +8.6% | +7.9% |
| 6M | -36.6% | -6.9% | -29.6% | -33.1% |
| YTD | -56.6% | -2.2% | -54.5% | -58.4% |
| 1Y | -60.9% | +6.3% | -67.1% | -66.3% |
| All | -24.9% | +10.0% | -34.9% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling