-47.2%
TSLL vs NSC
+46.0%
-93.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.7% |
| 7D | +33.0% | +1.6% | +31.3% | +31.3% |
| 30D | +7.7% | +4.2% | +3.5% | +5.1% |
| 3M | +34.7% | -0.2% | +35.0% | +35.5% |
| 6M | -31.5% | +7.6% | -39.1% | -37.3% |
| YTD | -42.4% | +17.4% | -59.7% | -52.1% |
| 1Y | -39.7% | +18.3% | -58.0% | -50.3% |
| 3Y | +3.4% | +79.8% | -76.4% | -40.4% |
| All | -47.2% | +46.0% | -93.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling