-97.0%
TSLQ vs TXT
+35.5%
-132.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +11.6% |
| 7D | -5.8% | -4.8% | -1.0% | -10.0% |
| 30D | -22.1% | -10.6% | -11.5% | -29.9% |
| 3M | +10.1% | -13.2% | +23.2% | -2.7% |
| 6M | -6.8% | -20.3% | +13.6% | -23.0% |
| YTD | +8.5% | -9.3% | +17.8% | +2.5% |
| 1Y | -49.7% | -2.7% | -47.0% | -48.6% |
| 3Y | -95.6% | +1.4% | -97.0% | -94.0% |
| All | -97.0% | +35.5% | -132.4% | -94.6% |
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