-56.8%
TSLL vs NTR
-5.4%
-51.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +9.0% |
| 7D | -21.2% | +3.0% | -24.2% | -22.2% |
| 30D | -13.3% | +2.2% | -15.5% | -14.5% |
| 3M | +15.4% | +7.9% | +7.5% | +11.5% |
| 6M | -34.2% | -1.5% | -32.7% | -34.7% |
| YTD | -52.9% | +18.6% | -71.5% | -58.4% |
| 1Y | -54.3% | +31.7% | -86.0% | -62.1% |
| 3Y | -18.4% | +46.4% | -64.8% | -37.4% |
| All | -56.8% | -5.4% | -51.4% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling