-35.3%
TSLL vs NET
+339.9%
-375.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.0% | -9.9% | -10.6% |
| 7D | +1.9% | -7.0% | +8.9% | +7.1% |
| 30D | +17.8% | -4.8% | +22.6% | +21.6% |
| 3M | -37.0% | +3.8% | -40.8% | -38.3% |
| 6M | -37.7% | +50.0% | -87.7% | -57.9% |
| YTD | -51.4% | +41.5% | -92.8% | -67.1% |
| 1Y | -23.4% | +32.8% | -56.2% | -45.7% |
| All | -35.3% | +339.9% | -375.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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