-38.7%
NOW vs TSLL
-48.4%
+9.7%
-53.2%
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% | +0.1% |
| 7D | -27.5% | -9.4% | -18.1% | -27.0% |
| 30D | -20.0% | +1.6% | -21.6% | -20.3% |
| 3M | -7.9% | +29.4% | -37.3% | -9.8% |
| 6M | +18.3% | -20.1% | +38.5% | +16.3% |
| YTD | -29.0% | -44.5% | +15.5% | -30.3% |
| 1Y | -38.7% | -46.0% | +7.3% | -40.1% |
| All | -38.7% | -48.4% | +9.7% | -40.1% |
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