-55.4%
TSLL vs NUE
+101.2%
-156.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.4% |
| 7D | +1.9% | +4.2% | -2.3% | -1.6% |
| 30D | +17.8% | -5.0% | +22.7% | +21.6% |
| 3M | -37.0% | -0.2% | -36.8% | -38.5% |
| 6M | -37.7% | +49.1% | -86.8% | -57.1% |
| YTD | -51.4% | +61.0% | -112.4% | -69.1% |
| 1Y | -23.4% | +82.5% | -105.9% | -56.6% |
| 3Y | -30.8% | +57.9% | -88.7% | -58.2% |
| All | -55.4% | +101.2% | -156.6% | -75.4% |
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