-48.9%
TSLL vs NEM
+193.5%
-242.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | +2.7% | +1.1% | +1.5% | +1.9% |
| 3M | +26.3% | +1.3% | +25.0% | +25.7% |
| 6M | -37.2% | -1.4% | -35.8% | -37.3% |
| YTD | -44.2% | +19.4% | -63.6% | -47.1% |
| 1Y | -44.0% | +32.9% | -76.9% | -48.1% |
| 3Y | 0.0% | +267.0% | -267.0% | -28.0% |
| All | -48.9% | +193.5% | -242.4% | -62.3% |
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