-52.0%
TSLL vs NTRS
+110.8%
-162.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +5.1% | +0.9% | +4.3% | +4.1% |
| 30D | +20.0% | -1.2% | +21.2% | +21.1% |
| 3M | -23.8% | +8.8% | -32.5% | -31.2% |
| 6M | -30.3% | +34.7% | -65.0% | -52.9% |
| YTD | -47.7% | +37.2% | -84.9% | -65.7% |
| 1Y | -21.2% | +46.3% | -67.5% | -52.7% |
| 3Y | -26.9% | +163.2% | -190.1% | -75.1% |
| All | -52.0% | +110.8% | -162.8% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling