-97.2%
TSLQ vs TXT
+36.9%
-134.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.6% |
| 7D | -8.0% | +0.8% | -8.8% | -7.2% |
| 30D | -23.8% | -10.4% | -13.3% | -31.4% |
| 3M | -7.0% | -14.3% | +7.3% | -18.8% |
| 6M | -17.1% | -15.1% | -2.0% | -27.2% |
| YTD | +0.1% | -8.3% | +8.4% | -4.6% |
| 1Y | -51.2% | -0.7% | -50.5% | -49.0% |
| 3Y | -95.9% | +6.0% | -101.9% | -94.2% |
| All | -97.2% | +36.9% | -134.1% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling