-48.9%
TSLL vs NTAP
+176.4%
-225.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +2.4% |
| 7D | +0.5% | -2.4% | +2.9% | +4.2% |
| 30D | +2.7% | -23.4% | +26.1% | +28.5% |
| 3M | +26.3% | -7.5% | +33.8% | +33.8% |
| 6M | -37.2% | +56.4% | -93.5% | -60.0% |
| YTD | -44.2% | +73.6% | -117.9% | -68.5% |
| 1Y | -44.0% | +68.4% | -112.4% | -67.6% |
| 3Y | 0.0% | +150.6% | -150.6% | -57.1% |
| All | -48.9% | +176.4% | -225.3% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling