-49.7%
TSLQ vs TXG
+372.5%
-422.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +11.7% |
| 7D | -5.8% | +1.8% | -7.6% | -5.0% |
| 30D | -22.1% | +32.0% | -54.1% | -14.3% |
| 3M | +10.1% | +87.0% | -77.0% | +34.8% |
| 6M | -6.8% | +180.1% | -186.8% | +28.7% |
| YTD | +8.5% | +284.1% | -275.6% | +63.2% |
| 1Y | -49.7% | +361.7% | -411.4% | -20.4% |
| All | -49.7% | +372.5% | -422.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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