+125.8%
TXN vs TSLL
-1.1%
+126.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.4% |
| 7D | +9.5% | +17.8% | -8.4% | +7.2% |
| 30D | +8.7% | +8.2% | +0.5% | +7.4% |
| 3M | +11.6% | +20.9% | -9.3% | +8.1% |
| 6M | +0.1% | -37.5% | +37.6% | +3.4% |
| YTD | +78.8% | -44.5% | +123.3% | +85.1% |
| 1Y | +91.2% | -33.0% | +124.2% | +92.8% |
| 3Y | +125.8% | -6.4% | +132.2% | +93.4% |
| All | +125.8% | -1.1% | +126.9% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling