-48.4%
TSLL vs NEM
+39.8%
-88.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +3.0% |
| 7D | -11.0% | +11.6% | -22.6% | -16.5% |
| 30D | -5.3% | +1.8% | -7.1% | -6.6% |
| 3M | +20.8% | +2.5% | +18.3% | +19.3% |
| 6M | -36.0% | +3.4% | -39.4% | -37.8% |
| YTD | -47.3% | +20.9% | -68.2% | -54.3% |
| 1Y | -48.4% | +37.2% | -85.6% | -59.4% |
| All | -48.4% | +39.8% | -88.2% | -59.4% |
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