-10.9%
NU vs TSLL
-34.0%
+23.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.4% | -7.3% | -4.3% |
| 7D | +0.8% | +33.0% | -32.2% | -2.2% |
| 30D | -24.1% | +7.7% | -31.8% | -25.3% |
| 3M | -12.8% | +34.7% | -47.5% | -16.2% |
| 6M | -10.9% | -31.5% | +20.7% | -12.6% |
| All | -10.9% | -34.0% | +23.1% | -12.6% |
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