+261.6%
NU vs TSLL
-57.4%
+319.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.8% | +9.9% | -0.5% |
| 7D | +7.5% | +1.9% | +5.6% | +7.0% |
| 30D | +6.1% | +17.8% | -11.6% | +3.6% |
| 3M | +26.8% | -37.0% | +63.8% | +31.7% |
| 6M | +2.5% | -37.7% | +40.1% | +5.5% |
| YTD | -8.2% | -51.4% | +43.2% | -2.7% |
| 1Y | +3.4% | -23.4% | +26.7% | +1.5% |
| 3Y | +116.2% | -30.8% | +147.0% | +82.7% |
| All | +261.6% | -57.4% | +319.0% | +270.2% |
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 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