-49.8%
TSLQ vs TXT
-1.4%
-48.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.0% |
| 7D | +5.7% | -0.2% | +5.9% | +5.6% |
| 30D | -21.1% | -10.2% | -10.9% | -25.3% |
| 3M | -11.5% | -13.3% | +1.8% | -16.9% |
| 6M | -14.9% | -14.4% | -0.6% | -19.2% |
| YTD | +2.4% | -9.1% | +11.5% | +1.6% |
| 1Y | -49.8% | -2.2% | -47.6% | -48.3% |
| All | -49.8% | -1.4% | -48.4% | -48.3% |
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