+99.7%
TXN vs TSLL
-48.4%
+148.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.5% |
| 7D | +1.0% | -9.4% | +10.5% | +2.3% |
| 30D | +6.1% | +1.6% | +4.6% | +5.7% |
| 3M | +10.4% | +29.4% | -19.0% | +5.7% |
| 6M | +12.6% | -20.1% | +32.7% | +14.9% |
| YTD | +83.5% | -44.5% | +128.0% | +88.4% |
| 1Y | +99.7% | -46.0% | +145.7% | +105.1% |
| All | +99.7% | -48.4% | +148.1% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling