-52.7%
TSLL vs NRG
+221.3%
-274.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.1% |
| 7D | +6.1% | -4.7% | +10.8% | +9.4% |
| 30D | +20.6% | -6.0% | +26.6% | +24.1% |
| 3M | -25.4% | -8.0% | -17.5% | -24.5% |
| 6M | -34.2% | -23.2% | -11.1% | -26.0% |
| YTD | -48.4% | -28.1% | -20.3% | -40.0% |
| 1Y | -30.8% | -27.3% | -3.6% | -20.1% |
| 3Y | -37.4% | +208.7% | -246.1% | -72.2% |
| All | -52.7% | +221.3% | -274.0% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling