-3.8%
TSLL vs NET
+314.6%
-318.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.6% | -3.8% | -4.7% |
| 7D | -9.4% | -16.4% | +6.9% | +0.7% |
| 30D | +1.6% | -25.8% | +27.4% | +21.5% |
| 3M | +29.4% | -11.5% | +40.9% | +36.7% |
| 6M | -20.1% | +18.9% | -39.1% | -35.8% |
| YTD | -44.5% | +35.2% | -79.7% | -62.9% |
| 1Y | -46.0% | +14.5% | -60.5% | -57.9% |
| All | -3.8% | +314.6% | -318.4% | -75.9% |
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