-33.0%
TSLL vs NWSA
+2.3%
-35.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.6% |
| 7D | +17.8% | +2.2% | +15.6% | +17.0% |
| 30D | +8.2% | -8.8% | +17.0% | +13.6% |
| 3M | +20.9% | -6.5% | +27.4% | +27.0% |
| 6M | -37.5% | +1.5% | -39.0% | -34.2% |
| YTD | -44.5% | +4.0% | -48.5% | -42.7% |
| 1Y | -33.0% | +3.4% | -36.4% | -30.6% |
| All | -33.0% | +2.3% | -35.2% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling