-5.9%
TSLL vs NWSA
+31.9%
-37.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +4.8% |
| 7D | +0.5% | -12.2% | +12.7% | +18.5% |
| 30D | +2.7% | -8.7% | +11.3% | +14.6% |
| 3M | +26.3% | -6.0% | +32.2% | +34.8% |
| 6M | -37.2% | -0.3% | -36.8% | -40.1% |
| YTD | -44.2% | +3.5% | -47.7% | -50.5% |
| 1Y | -44.0% | +0.8% | -44.7% | -48.0% |
| All | -5.9% | +31.9% | -37.8% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling