-49.1%
TSLL vs NOC
+24.4%
-73.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.7% |
| 7D | +17.8% | +4.8% | +13.0% | +17.2% |
| 30D | +8.2% | +11.0% | -2.8% | +7.1% |
| 3M | +20.9% | -3.8% | +24.7% | +21.4% |
| 6M | -37.5% | +0.6% | -38.1% | -37.5% |
| YTD | -44.5% | -2.3% | -42.2% | -44.6% |
| 1Y | -33.0% | +0.3% | -33.2% | -33.4% |
| 3Y | -6.4% | +24.6% | -31.0% | -10.7% |
| All | -49.1% | +24.4% | -73.6% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling