-23.4%
TSLL vs NTRS
+46.5%
-69.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.5% |
| 7D | +1.9% | -0.1% | +2.0% | +2.1% |
| 30D | +17.8% | +1.2% | +16.5% | +16.1% |
| 3M | -37.0% | +8.3% | -45.4% | -40.8% |
| 6M | -37.7% | +30.0% | -67.6% | -50.2% |
| YTD | -51.4% | +38.0% | -89.4% | -63.1% |
| 1Y | -23.4% | +47.4% | -70.8% | -42.3% |
| All | -23.4% | +46.5% | -69.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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