-32.5%
TSLQ vs TXT
+2.5%
-35.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -4.3% |
| 7D | -26.6% | -1.1% | -25.5% | -26.8% |
| 30D | -17.5% | +13.3% | -30.8% | -13.4% |
| 3M | -41.7% | -5.1% | -36.6% | -43.7% |
| 6M | -16.9% | -7.1% | -9.8% | -19.5% |
| YTD | -21.9% | -3.2% | -18.7% | -18.2% |
| 1Y | -32.5% | +2.3% | -34.8% | -25.0% |
| All | -32.5% | +2.5% | -35.0% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling