-5.4%
TSLL vs NSC
+79.0%
-84.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.4% |
| 7D | -11.0% | -3.4% | -7.6% | -8.0% |
| 30D | -5.3% | +3.6% | -8.9% | -7.1% |
| 3M | +20.8% | -1.4% | +22.2% | +22.6% |
| 6M | -36.0% | +6.0% | -42.0% | -40.8% |
| YTD | -47.3% | +15.5% | -62.8% | -56.0% |
| 1Y | -48.4% | +16.2% | -64.7% | -57.3% |
| 3Y | -5.4% | +76.9% | -82.4% | -39.4% |
| All | -5.4% | +79.0% | -84.5% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling