-55.4%
TSLL vs NI
+56.8%
-112.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -11.4% |
| 7D | +1.9% | +2.0% | -0.1% | +0.7% |
| 30D | +17.8% | -3.5% | +21.3% | +20.4% |
| 3M | -37.0% | -9.1% | -27.9% | -33.9% |
| 6M | -37.7% | -11.8% | -25.8% | -33.2% |
| YTD | -51.4% | +1.1% | -52.5% | -53.7% |
| 1Y | -23.4% | +6.7% | -30.1% | -29.8% |
| 3Y | -30.8% | +71.1% | -101.9% | -51.1% |
| All | -55.4% | +56.8% | -112.2% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling