-52.1%
TSLL vs NI
+71.8%
-123.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +9.5% |
| 7D | -14.3% | +0.4% | -14.8% | -14.3% |
| 30D | -6.2% | +11.3% | -17.4% | -12.5% |
| 3M | +21.2% | +6.5% | +14.7% | +16.3% |
| 6M | -36.6% | -2.3% | -34.3% | -36.3% |
| YTD | -47.8% | +10.8% | -58.6% | -53.1% |
| 1Y | -45.2% | +6.2% | -51.5% | -48.9% |
| 3Y | -3.3% | +98.7% | -101.9% | -38.2% |
| All | -52.1% | +71.8% | -123.9% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling