-52.1%
TSLL vs NTR
-4.3%
-47.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.1% | +9.8% | +10.5% |
| 7D | -14.3% | +3.0% | -17.3% | -15.3% |
| 30D | -6.2% | +7.1% | -13.3% | -9.0% |
| 3M | +21.2% | +13.1% | +8.1% | +15.3% |
| 6M | -36.6% | +7.6% | -44.2% | -39.0% |
| YTD | -47.8% | +20.0% | -67.7% | -54.1% |
| 1Y | -45.2% | +30.2% | -75.4% | -54.1% |
| 3Y | -3.3% | +46.8% | -50.1% | -25.7% |
| All | -52.1% | -4.3% | -47.8% | -53.8% |
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