-3.2%
TXN vs TSLL
-30.0%
+26.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.6% | -8.9% | -2.3% |
| 7D | -7.8% | -21.2% | +13.4% | -3.1% |
| 30D | -3.6% | -13.3% | +9.7% | -0.8% |
| 3M | +0.1% | +15.4% | -15.3% | -4.9% |
| 6M | -3.2% | -34.2% | +31.0% | +4.3% |
| All | -3.2% | -30.0% | +26.7% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling