-48.9%
TSLL vs NRG
+177.5%
-226.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.5% |
| 7D | +0.5% | +17.1% | -16.6% | -8.6% |
| 30D | +2.7% | -7.9% | +10.5% | +7.8% |
| 3M | +26.3% | -18.2% | +44.5% | +40.9% |
| 6M | -37.2% | -28.4% | -8.8% | -25.2% |
| YTD | -44.2% | -37.9% | -6.4% | -29.4% |
| 1Y | -44.0% | -39.2% | -4.7% | -28.0% |
| 3Y | 0.0% | +125.3% | -125.3% | -47.0% |
| All | -48.9% | +177.5% | -226.4% | -76.1% |
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