-55.4%
TSLL vs TXT
+22.1%
-77.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.5% |
| 7D | +1.9% | -4.8% | +6.7% | +6.6% |
| 30D | +17.8% | -10.6% | +28.4% | +30.8% |
| 3M | -37.0% | -13.2% | -23.8% | -28.9% |
| 6M | -37.7% | -20.3% | -17.3% | -23.3% |
| YTD | -51.4% | -9.3% | -42.1% | -48.9% |
| 1Y | -23.4% | -2.7% | -20.7% | -26.2% |
| 3Y | -30.8% | +1.4% | -32.2% | -38.7% |
| All | -55.4% | +22.1% | -77.5% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling