-97.1%
TSLQ vs TXT
+35.7%
-132.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +1.6% |
| 7D | +5.7% | -0.2% | +5.9% | +5.6% |
| 30D | -21.1% | -10.2% | -10.9% | -28.8% |
| 3M | -11.5% | -13.3% | +1.8% | -21.9% |
| 6M | -14.9% | -14.4% | -0.6% | -24.6% |
| YTD | +2.4% | -9.1% | +11.5% | -3.1% |
| 1Y | -49.8% | -2.2% | -47.6% | -48.3% |
| 3Y | -95.8% | +5.1% | -100.9% | -94.1% |
| All | -97.1% | +35.7% | -132.8% | -94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling