-56.8%
TSLL vs NUE
+89.2%
-146.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +8.9% | +8.9% |
| 7D | -21.2% | -10.6% | -10.7% | -12.7% |
| 30D | -13.3% | -0.6% | -12.7% | -11.3% |
| 3M | +15.4% | -9.7% | +25.1% | +25.8% |
| 6M | -34.2% | +5.1% | -39.3% | -37.9% |
| YTD | -52.9% | +51.4% | -104.3% | -68.2% |
| 1Y | -54.3% | +71.3% | -125.7% | -72.5% |
| 3Y | -18.4% | +66.8% | -85.2% | -50.0% |
| All | -56.8% | +89.2% | -146.1% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling