-18.4%
TSLL vs NEM
+228.5%
-246.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.6% | +8.3% |
| 7D | -21.2% | +13.4% | -34.6% | -25.0% |
| 30D | -13.3% | +6.5% | -19.8% | -15.6% |
| 3M | +15.4% | +14.9% | +0.5% | +10.0% |
| 6M | -34.2% | +5.5% | -39.7% | -35.6% |
| YTD | -52.9% | +21.9% | -74.8% | -56.1% |
| 1Y | -54.3% | +47.9% | -102.2% | -59.4% |
| 3Y | -18.4% | +238.2% | -256.6% | -46.7% |
| All | -18.4% | +228.5% | -246.8% | -46.7% |
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