-46.0%
TSLL vs NEM
+50.9%
-96.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.9% | -16.2% | -11.4% |
| 7D | -9.4% | +3.7% | -13.1% | -11.5% |
| 30D | +1.6% | +2.0% | -0.4% | 0.0% |
| 3M | +29.4% | +21.1% | +8.3% | +16.8% |
| 6M | -20.1% | +9.5% | -29.7% | -23.7% |
| YTD | -44.5% | +19.1% | -63.6% | -52.6% |
| 1Y | -46.0% | +51.1% | -97.1% | -63.4% |
| All | -46.0% | +50.9% | -96.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling