-46.0%
TSLL vs NOC
-7.1%
-38.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -7.0% |
| 7D | -9.4% | -5.0% | -4.5% | -10.1% |
| 30D | +1.6% | +10.3% | -8.8% | +3.6% |
| 3M | +29.4% | -4.3% | +33.7% | +29.1% |
| 6M | -20.1% | -6.5% | -13.6% | -18.3% |
| YTD | -44.5% | -6.7% | -37.8% | -45.6% |
| 1Y | -46.0% | -7.5% | -38.5% | -46.8% |
| All | -46.0% | -7.1% | -38.9% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling