-97.7%
TSLQ vs TXT
+43.3%
-141.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.1% |
| 7D | -16.8% | +0.1% | -17.0% | -16.6% |
| 30D | -18.0% | +13.3% | -31.3% | -8.1% |
| 3M | -34.5% | -5.0% | -29.5% | -37.6% |
| 6M | -8.9% | -8.4% | -0.5% | -14.8% |
| YTD | -19.0% | -4.0% | -15.0% | -19.4% |
| 1Y | -38.2% | +2.8% | -41.0% | -33.9% |
| 3Y | -96.9% | +10.3% | -107.2% | -95.5% |
| All | -97.7% | +43.3% | -141.1% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling