-97.0%
TSLQ vs TXT
+11.3%
-108.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -5.3% |
| 7D | -26.6% | -1.1% | -25.5% | -27.3% |
| 30D | -17.5% | +13.3% | -30.8% | -6.5% |
| 3M | -41.7% | -5.1% | -36.6% | -45.3% |
| 6M | -16.9% | -7.1% | -9.8% | -22.4% |
| YTD | -21.9% | -3.2% | -18.7% | -21.9% |
| 1Y | -32.5% | +2.3% | -34.8% | -27.1% |
| All | -97.0% | +11.3% | -108.3% | -95.2% |
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