-97.2%
TSLQ vs TXG
+40.2%
-137.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +4.7% | -12.7% | -5.8% |
| 7D | -8.6% | +9.4% | -17.9% | -4.4% |
| 30D | -24.9% | +26.1% | -51.0% | -15.1% |
| 3M | -1.5% | +124.8% | -126.3% | +49.4% |
| 6M | -18.1% | +215.2% | -233.3% | +50.0% |
| YTD | -0.1% | +302.2% | -302.3% | +108.5% |
| 1Y | -51.4% | +370.9% | -422.3% | +14.2% |
| 3Y | -95.9% | +38.5% | -134.4% | -90.8% |
| All | -97.2% | +40.2% | -137.4% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling