-52.0%
TSLL vs NTR
+6.0%
-58.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +5.1% | +0.5% | +4.6% | +5.0% |
| 30D | +20.0% | +21.7% | -1.8% | +11.4% |
| 3M | -23.8% | +22.8% | -46.5% | -30.0% |
| 6M | -30.3% | +8.2% | -38.5% | -33.8% |
| YTD | -47.7% | +32.9% | -80.6% | -55.6% |
| 1Y | -21.2% | +45.3% | -66.5% | -36.6% |
| 3Y | -26.9% | +41.7% | -68.5% | -42.0% |
| All | -52.0% | +6.0% | -58.0% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling