-55.4%
TSLL vs NOC
+16.4%
-71.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.3% | -11.5% |
| 7D | +1.9% | -5.2% | +7.1% | +2.6% |
| 30D | +17.8% | -7.2% | +25.0% | +18.7% |
| 3M | -37.0% | -5.1% | -31.9% | -36.7% |
| 6M | -37.7% | -31.1% | -6.6% | -33.2% |
| YTD | -51.4% | -8.6% | -42.8% | -51.1% |
| 1Y | -23.4% | -9.7% | -13.6% | -22.7% |
| 3Y | -30.8% | +24.3% | -55.1% | -33.9% |
| All | -55.4% | +16.4% | -71.9% | -61.5% |
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