-60.3%
TSLL vs NOC
+18.7%
-79.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | 0.0% | -21.9% | -21.9% |
| 7D | -28.9% | -6.6% | -22.3% | -28.4% |
| 30D | -21.4% | +8.7% | -30.2% | -22.1% |
| 3M | +5.0% | -5.4% | +10.3% | +5.6% |
| 6M | -36.6% | -5.1% | -31.4% | -36.1% |
| YTD | -56.6% | -6.8% | -49.9% | -56.5% |
| 1Y | -60.9% | -6.4% | -54.4% | -60.8% |
| 3Y | -25.2% | +17.3% | -42.6% | -28.2% |
| All | -60.3% | +18.7% | -79.0% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling