-46.0%
TSLL vs NSC
+24.4%
-70.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.3% | -6.0% |
| 7D | -9.4% | +1.8% | -11.2% | -8.9% |
| 30D | +1.6% | +8.8% | -7.3% | +4.5% |
| 3M | +29.4% | +1.2% | +28.2% | +29.5% |
| 6M | -20.1% | +11.3% | -31.5% | -18.7% |
| YTD | -44.5% | +20.7% | -65.2% | -44.4% |
| 1Y | -46.0% | +23.4% | -69.4% | -45.8% |
| All | -46.0% | +24.4% | -70.4% | -45.8% |
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