-23.4%
TSLL vs NRG
-18.6%
-4.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.4% | -18.3% | -14.6% |
| 7D | +1.9% | +7.1% | -5.2% | -1.5% |
| 30D | +17.8% | -1.4% | +19.2% | +18.0% |
| 3M | -37.0% | -10.5% | -26.6% | -35.2% |
| 6M | -37.7% | -26.7% | -10.9% | -30.1% |
| YTD | -51.4% | -24.5% | -26.8% | -47.0% |
| 1Y | -23.4% | -18.6% | -4.8% | -15.6% |
| All | -23.4% | -18.6% | -4.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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