-52.1%
TSLL vs NWSA
+46.5%
-98.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.2% |
| 7D | -14.3% | -10.5% | -3.8% | -2.4% |
| 30D | -6.2% | -8.8% | +2.6% | +4.0% |
| 3M | +21.2% | -6.5% | +27.7% | +29.9% |
| 6M | -36.6% | -1.3% | -35.2% | -38.2% |
| YTD | -47.8% | +2.5% | -50.3% | -52.1% |
| 1Y | -45.2% | +0.2% | -45.4% | -48.3% |
| 3Y | -3.3% | +27.6% | -30.9% | -23.0% |
| All | -52.1% | +46.5% | -98.6% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling