-52.1%
TSLL vs NTAP
+165.8%
-217.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.1% | +6.8% | +7.5% |
| 7D | -14.3% | -5.0% | -9.4% | -9.3% |
| 30D | -6.2% | -25.8% | +19.6% | +20.5% |
| 3M | +21.2% | -6.9% | +28.1% | +27.4% |
| 6M | -36.6% | +50.0% | -86.6% | -58.2% |
| YTD | -47.8% | +66.9% | -114.7% | -69.6% |
| 1Y | -45.2% | +58.3% | -103.5% | -66.5% |
| 3Y | -3.3% | +145.1% | -148.4% | -57.8% |
| All | -52.1% | +165.8% | -217.9% | -81.2% |
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