-55.4%
TSLL vs NEM
+217.4%
-272.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.8% | -10.1% | -11.3% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +17.8% | +23.1% | -5.3% | +11.1% |
| 3M | -37.0% | +18.5% | -55.5% | -39.9% |
| 6M | -37.7% | +7.8% | -45.5% | -39.5% |
| YTD | -51.4% | +29.1% | -80.5% | -54.8% |
| 1Y | -23.4% | +72.7% | -96.0% | -32.8% |
| 3Y | -30.8% | +248.7% | -279.5% | -50.5% |
| All | -55.4% | +217.4% | -272.8% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling