-52.1%
TSLL vs NUE
+92.5%
-144.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.7% | +9.2% | +9.5% |
| 7D | -14.3% | -10.2% | -4.1% | -5.2% |
| 30D | -6.2% | -0.4% | -5.7% | -4.1% |
| 3M | +21.2% | -8.4% | +29.6% | +30.7% |
| 6M | -36.6% | +10.1% | -46.7% | -42.2% |
| YTD | -47.8% | +54.1% | -101.8% | -65.2% |
| 1Y | -45.2% | +74.7% | -120.0% | -67.5% |
| 3Y | -3.3% | +72.0% | -75.2% | -41.8% |
| All | -52.1% | +92.5% | -144.7% | -72.3% |
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