-48.4%
TSLL vs NOC
-1.3%
-47.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +1.1% |
| 7D | -11.0% | -0.3% | -10.7% | -11.2% |
| 30D | -5.3% | +14.1% | -19.4% | -3.3% |
| 3M | +20.8% | -4.6% | +25.5% | +20.2% |
| 6M | -36.0% | +0.7% | -36.7% | -34.6% |
| YTD | -47.3% | -2.6% | -44.7% | -49.2% |
| 1Y | -48.4% | -1.0% | -47.5% | -50.6% |
| All | -48.4% | -1.3% | -47.2% | -50.6% |
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