-51.9%
TSLL vs NUE
+97.6%
-149.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.8% | +9.7% | +9.3% |
| 7D | +5.8% | +1.8% | +4.0% | +4.1% |
| 30D | +21.7% | -6.0% | +27.7% | +26.5% |
| 3M | -28.2% | +1.4% | -29.7% | -31.3% |
| 6M | -29.5% | +52.8% | -82.3% | -52.6% |
| YTD | -47.5% | +58.1% | -105.7% | -66.3% |
| 1Y | -20.8% | +80.4% | -101.2% | -54.9% |
| 3Y | -26.7% | +62.3% | -89.0% | -56.0% |
| All | -51.9% | +97.6% | -149.5% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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