-36.4%
TSLL vs NTRS
+162.1%
-198.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.9% | +8.8% | +9.2% |
| 7D | +5.8% | +1.7% | +4.1% | +3.3% |
| 30D | +21.7% | +0.1% | +21.6% | +20.5% |
| 3M | -28.2% | +9.8% | -38.1% | -37.7% |
| 6M | -29.5% | +34.7% | -64.1% | -56.4% |
| YTD | -47.5% | +37.4% | -84.9% | -69.1% |
| 1Y | -20.8% | +48.2% | -68.9% | -59.3% |
| All | -36.4% | +162.1% | -198.4% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling