-52.1%
TSLL vs NRG
+177.2%
-229.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.3% | +0.6% | +4.3% |
| 7D | -14.3% | +2.9% | -17.2% | -15.9% |
| 30D | -6.2% | -9.3% | +3.2% | -0.4% |
| 3M | +21.2% | -17.1% | +38.3% | +34.0% |
| 6M | -36.6% | -28.9% | -7.7% | -24.2% |
| YTD | -47.8% | -37.9% | -9.8% | -33.8% |
| 1Y | -45.2% | -42.7% | -2.5% | -26.6% |
| 3Y | -3.3% | +127.5% | -130.7% | -49.0% |
| All | -52.1% | +177.2% | -229.3% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling