-48.9%
TSLL vs NOC
+24.6%
-73.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.7% |
| 7D | +0.5% | +4.9% | -4.4% | 0.0% |
| 30D | +2.7% | +13.6% | -10.9% | +1.3% |
| 3M | +26.3% | -3.9% | +30.1% | +26.9% |
| 6M | -37.2% | +1.4% | -38.6% | -37.3% |
| YTD | -44.2% | -2.2% | -42.0% | -44.3% |
| 1Y | -44.0% | -1.2% | -42.8% | -44.2% |
| 3Y | 0.0% | +25.0% | -25.0% | -4.6% |
| All | -48.9% | +24.6% | -73.5% | -56.1% |
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