-51.9%
TSLL vs NWSA
+63.9%
-115.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.9% | +9.7% | +9.9% |
| 7D | +5.8% | -2.6% | +8.4% | +9.1% |
| 30D | +21.7% | +4.6% | +17.1% | +16.1% |
| 3M | -28.2% | +10.2% | -38.4% | -36.9% |
| 6M | -29.5% | +21.6% | -51.1% | -45.7% |
| YTD | -47.5% | +14.6% | -62.2% | -57.2% |
| 1Y | -20.8% | +0.4% | -21.1% | -24.1% |
| 3Y | -26.7% | +45.0% | -71.7% | -48.8% |
| All | -51.9% | +63.9% | -115.8% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling