-51.9%
TSLL vs NI
+58.7%
-110.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.2% | +6.6% | +7.0% |
| 7D | +5.8% | +2.3% | +3.5% | +4.4% |
| 30D | +21.7% | -1.7% | +23.4% | +23.0% |
| 3M | -28.2% | -8.0% | -20.2% | -25.0% |
| 6M | -29.5% | -8.6% | -20.8% | -26.5% |
| YTD | -47.5% | +2.3% | -49.9% | -50.4% |
| 1Y | -20.8% | +6.9% | -27.7% | -27.5% |
| 3Y | -26.7% | +70.6% | -97.3% | -48.1% |
| All | -51.9% | +58.7% | -110.6% | -60.3% |
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