+211.1%
NU vs TSLL
-51.4%
+262.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.7% | +15.5% | +12.2% |
| 7D | +9.9% | +17.8% | -7.9% | +7.5% |
| 30D | -11.5% | +8.2% | -19.7% | -13.3% |
| 3M | -5.1% | +20.9% | -26.0% | -8.7% |
| 6M | +3.1% | -37.5% | +40.6% | +5.9% |
| YTD | -21.0% | -44.5% | +23.5% | -18.6% |
| 1Y | -15.2% | -33.0% | +17.8% | -15.1% |
| 3Y | +56.4% | -6.4% | +62.8% | +25.4% |
| All | +211.1% | -51.4% | +262.4% | +209.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling