-49.1%
TSLL vs NEM
+180.3%
-229.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -3.8% |
| 7D | +17.8% | -6.4% | +24.3% | +20.1% |
| 30D | +8.2% | +1.4% | +6.8% | +7.1% |
| 3M | +20.9% | -0.7% | +21.6% | +21.1% |
| 6M | -37.5% | -4.5% | -33.0% | -37.0% |
| YTD | -44.5% | +14.0% | -58.5% | -46.7% |
| 1Y | -33.0% | +27.3% | -60.2% | -37.2% |
| 3Y | -6.4% | +250.5% | -256.9% | -31.7% |
| All | -49.1% | +180.3% | -229.5% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling