-54.3%
TSLL vs NOC
-6.4%
-48.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.7% | +8.6% |
| 7D | -21.2% | -5.8% | -15.4% | -21.9% |
| 30D | -13.3% | +10.9% | -24.2% | -11.6% |
| 3M | +15.4% | -7.1% | +22.5% | +14.7% |
| 6M | -34.2% | -5.3% | -28.9% | -32.8% |
| YTD | -52.9% | -6.8% | -46.1% | -54.6% |
| 1Y | -54.3% | -6.7% | -47.6% | -55.6% |
| All | -54.3% | -6.4% | -48.0% | -55.6% |
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