-55.4%
TSLL vs NTRS
+113.0%
-168.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | +17.8% | +1.7% | +16.1% | +14.8% |
| 3M | -37.0% | +8.9% | -45.9% | -43.2% |
| 6M | -37.7% | +30.6% | -68.3% | -56.1% |
| YTD | -51.4% | +38.7% | -90.1% | -68.5% |
| 1Y | -23.4% | +48.1% | -71.5% | -54.7% |
| 3Y | -30.8% | +165.5% | -196.3% | -76.7% |
| All | -55.4% | +113.0% | -168.4% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling