-23.4%
TSLL vs NSC
+20.4%
-43.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.3% | -11.7% |
| 7D | +1.9% | -5.5% | +7.4% | +0.8% |
| 30D | +17.8% | -3.2% | +21.0% | +16.9% |
| 3M | -37.0% | +7.7% | -44.7% | -37.5% |
| 6M | -37.7% | +4.5% | -42.2% | -37.3% |
| YTD | -51.4% | +15.6% | -66.9% | -53.8% |
| 1Y | -23.4% | +19.8% | -43.2% | -22.4% |
| All | -23.4% | +20.4% | -43.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling