-37.0%
TSLL vs NRG
-10.6%
-26.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.4% | -18.3% | -13.3% |
| 7D | +1.9% | +7.1% | -5.2% | 0.0% |
| 30D | +17.8% | -1.4% | +19.2% | +18.5% |
| 3M | -37.0% | -10.5% | -26.6% | -37.3% |
| All | -37.0% | -10.6% | -26.5% | -37.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling