+18.3%
NOW vs TSLL
-30.6%
+48.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.8% | +8.9% | -1.8% |
| 7D | -2.4% | +1.9% | -4.3% | -2.6% |
| 30D | +20.5% | +17.8% | +2.7% | +18.5% |
| 3M | +18.3% | -37.0% | +55.4% | +22.0% |
| 6M | +24.1% | -37.7% | +61.7% | +26.8% |
| YTD | -7.8% | -51.4% | +43.6% | -3.8% |
| 1Y | -21.4% | -23.4% | +2.0% | -22.9% |
| All | +18.3% | -30.6% | +48.9% | +7.2% |
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