-95.5%
TSLQ vs TXT
+5.5%
-101.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.6% |
| 7D | -8.0% | +0.8% | -8.8% | -7.1% |
| 30D | -23.8% | -10.4% | -13.3% | -32.3% |
| 3M | -7.0% | -14.3% | +7.3% | -20.4% |
| 6M | -17.1% | -15.1% | -2.0% | -28.8% |
| YTD | +0.1% | -8.3% | +8.4% | -5.0% |
| 1Y | -51.2% | -0.7% | -50.5% | -48.3% |
| All | -95.5% | +5.5% | -101.0% | -93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling