-18.4%
TSLL vs NOC
+16.8%
-35.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.7% | +8.6% |
| 7D | -21.2% | -5.8% | -15.4% | -20.7% |
| 30D | -13.3% | +10.9% | -24.2% | -14.3% |
| 3M | +15.4% | -7.1% | +22.5% | +16.5% |
| 6M | -34.2% | -5.3% | -28.9% | -33.6% |
| YTD | -52.9% | -6.8% | -46.1% | -52.8% |
| 1Y | -54.3% | -6.7% | -47.6% | -54.3% |
| 3Y | -18.4% | +17.2% | -35.6% | -25.0% |
| All | -18.4% | +16.8% | -35.2% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling