+76.5%
TXN vs TSLL
-52.8%
+129.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.6% | -8.9% | -1.6% |
| 7D | -7.8% | -21.2% | +13.4% | -4.7% |
| 30D | -3.6% | -13.3% | +9.7% | -1.7% |
| 3M | +0.1% | +15.4% | -15.3% | -2.4% |
| 6M | -3.2% | -34.2% | +31.0% | +1.4% |
| YTD | +63.4% | -52.9% | +116.3% | +70.9% |
| All | +76.5% | -52.8% | +129.3% | +85.1% |
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