-18.4%
TSLL vs NDAQ
+122.6%
-141.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.4% | +8.3% |
| 7D | -21.2% | +0.8% | -22.1% | -21.5% |
| 30D | -13.3% | +16.5% | -29.8% | -28.2% |
| 3M | +15.4% | +13.5% | +1.9% | -1.2% |
| 6M | -34.2% | +20.9% | -55.2% | -50.1% |
| YTD | -52.9% | +11.4% | -64.3% | -60.9% |
| 1Y | -54.3% | +25.9% | -80.3% | -70.6% |
| 3Y | -18.4% | +119.9% | -138.2% | -75.0% |
| All | -18.4% | +122.6% | -141.0% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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