-97.2%
TSLQ vs TXG
+46.6%
-143.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.4% | +0.5% |
| 7D | -6.6% | +9.5% | -16.1% | -2.4% |
| 30D | -24.3% | +18.8% | -43.1% | -16.8% |
| 3M | -3.6% | +136.1% | -139.7% | +49.5% |
| 6M | -12.0% | +235.2% | -247.2% | +65.9% |
| YTD | +1.4% | +320.5% | -319.2% | +116.1% |
| 1Y | -43.6% | +425.2% | -468.7% | +39.4% |
| 3Y | -95.4% | +42.9% | -138.3% | -89.5% |
| All | -97.2% | +46.6% | -143.8% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling