-55.4%
TSLL vs NTR
+4.4%
-59.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -11.2% |
| 7D | +1.9% | +8.1% | -6.2% | -1.1% |
| 30D | +17.8% | +18.8% | -1.0% | +10.2% |
| 3M | -37.0% | +16.2% | -53.2% | -40.8% |
| 6M | -37.7% | +9.8% | -47.4% | -41.4% |
| YTD | -51.4% | +30.9% | -82.2% | -58.5% |
| 1Y | -23.4% | +41.8% | -65.1% | -37.7% |
| 3Y | -30.8% | +35.8% | -66.6% | -44.1% |
| All | -55.4% | +4.4% | -59.8% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling