-46.0%
TSLL vs NTRS
+43.5%
-89.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.5% | -8.7% |
| 7D | -9.4% | +3.6% | -13.0% | -12.1% |
| 30D | +1.6% | +4.3% | -2.7% | -1.9% |
| 3M | +29.4% | -1.9% | +31.3% | +30.1% |
| 6M | -20.1% | +11.4% | -31.6% | -27.2% |
| YTD | -44.5% | +32.3% | -76.8% | -58.9% |
| 1Y | -46.0% | +42.5% | -88.5% | -63.3% |
| All | -46.0% | +43.5% | -89.5% | -63.3% |
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