+63.2%
TXN vs TSLL
-57.4%
+120.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -11.8% | +13.7% | +3.2% |
| 7D | -0.1% | +1.9% | -2.0% | -0.6% |
| 30D | -6.9% | +17.8% | -24.7% | -9.2% |
| 3M | -14.9% | -37.0% | +22.1% | -11.6% |
| 6M | +29.0% | -37.7% | +66.7% | +33.3% |
| YTD | +51.5% | -51.4% | +102.8% | +60.1% |
| 1Y | +41.6% | -23.4% | +64.9% | +39.2% |
| 3Y | +65.8% | -30.8% | +96.6% | +41.3% |
| All | +63.2% | -57.4% | +120.6% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling