-23.4%
TSLL vs NTR
+43.1%
-66.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -12.0% |
| 7D | +1.9% | +8.1% | -6.2% | +2.6% |
| 30D | +17.8% | +18.8% | -1.0% | +20.0% |
| 3M | -37.0% | +16.2% | -53.2% | -36.0% |
| 6M | -37.7% | +9.8% | -47.4% | -37.6% |
| YTD | -51.4% | +30.9% | -82.2% | -52.3% |
| 1Y | -23.4% | +41.8% | -65.1% | -23.6% |
| All | -23.4% | +43.1% | -66.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling