-52.1%
TSLL vs NEM
+210.1%
-262.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.5% | +7.4% | +9.9% |
| 7D | -14.3% | +14.7% | -29.0% | -18.1% |
| 30D | -6.2% | +6.2% | -12.4% | -8.1% |
| 3M | +21.2% | +11.0% | +10.2% | +17.5% |
| 6M | -36.6% | +7.9% | -44.5% | -38.1% |
| YTD | -47.8% | +26.2% | -73.9% | -51.2% |
| 1Y | -45.2% | +51.5% | -96.7% | -50.7% |
| 3Y | -3.3% | +290.6% | -293.8% | -31.5% |
| All | -52.1% | +210.1% | -262.2% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling