-51.7%
TSLL vs NOC
+24.0%
-75.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.7% |
| 7D | -11.0% | -0.3% | -10.7% | -11.0% |
| 30D | -5.3% | +14.1% | -19.4% | -6.6% |
| 3M | +20.8% | -4.6% | +25.5% | +21.5% |
| 6M | -36.0% | +0.7% | -36.7% | -36.1% |
| YTD | -47.3% | -2.6% | -44.7% | -47.4% |
| 1Y | -48.4% | -1.0% | -47.5% | -48.7% |
| 3Y | -5.4% | +24.5% | -29.9% | -9.8% |
| All | -51.7% | +24.0% | -75.7% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling