-51.7%
TSLL vs NWSA
+46.7%
-98.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | -11.0% | -9.7% | -1.3% | +0.4% |
| 30D | -5.3% | -8.6% | +3.3% | +4.8% |
| 3M | +20.8% | -6.3% | +27.1% | +29.1% |
| 6M | -36.0% | -1.2% | -34.8% | -37.8% |
| YTD | -47.3% | +2.6% | -49.9% | -51.7% |
| 1Y | -48.4% | 0.0% | -48.5% | -51.2% |
| 3Y | -5.4% | +30.1% | -35.5% | -26.1% |
| All | -51.7% | +46.7% | -98.4% | -68.6% |
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