-53.1%
TSLL vs NTRS
+113.6%
-166.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -4.0% |
| 7D | -7.3% | +0.3% | -7.7% | -7.8% |
| 30D | +15.8% | +0.2% | +15.6% | +14.8% |
| 3M | -19.5% | +13.2% | -32.7% | -31.0% |
| 6M | -32.1% | +36.9% | -69.0% | -55.1% |
| YTD | -48.9% | +39.1% | -88.0% | -67.0% |
| 1Y | -23.4% | +50.4% | -73.8% | -55.7% |
| 3Y | -28.6% | +166.8% | -195.4% | -76.1% |
| All | -53.1% | +113.6% | -166.8% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling