-56.8%
TSLL vs NSC
+39.6%
-96.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.8% | +11.5% | +10.8% |
| 7D | -21.2% | -6.6% | -14.6% | -16.5% |
| 30D | -13.3% | +2.2% | -15.5% | -14.2% |
| 3M | +15.4% | -6.2% | +21.6% | +21.4% |
| 6M | -34.2% | +1.7% | -35.9% | -37.2% |
| YTD | -52.9% | +12.2% | -65.1% | -59.5% |
| 1Y | -54.3% | +15.4% | -69.8% | -61.9% |
| 3Y | -18.4% | +73.3% | -91.7% | -51.7% |
| All | -56.8% | +39.6% | -96.4% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling