-5.4%
TSLL vs NEM
+277.0%
-282.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +2.4% |
| 7D | -11.0% | +11.6% | -22.6% | -14.8% |
| 30D | -5.3% | +1.8% | -7.1% | -6.3% |
| 3M | +20.8% | +2.5% | +18.3% | +19.7% |
| 6M | -36.0% | +3.4% | -39.4% | -37.0% |
| YTD | -47.3% | +20.9% | -68.2% | -50.7% |
| 1Y | -48.4% | +37.2% | -85.6% | -53.3% |
| 3Y | -5.4% | +271.6% | -277.1% | -43.5% |
| All | -5.4% | +277.0% | -282.5% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling