-52.0%
TSLL vs NRG
+226.7%
-278.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +2.1% |
| 7D | +5.1% | +3.9% | +1.3% | +1.8% |
| 30D | +20.0% | -3.0% | +23.0% | +21.0% |
| 3M | -23.8% | -10.9% | -12.8% | -20.8% |
| 6M | -30.3% | -25.3% | -5.0% | -20.1% |
| YTD | -47.7% | -26.8% | -20.8% | -39.8% |
| 1Y | -21.2% | -23.3% | +2.1% | -12.6% |
| 3Y | -26.9% | +208.6% | -235.5% | -67.7% |
| All | -52.0% | +226.7% | -278.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling