-56.8%
TSLL vs NWSA
+45.5%
-102.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +9.0% | +9.0% |
| 7D | -21.2% | -9.4% | -11.8% | -11.5% |
| 30D | -13.3% | -7.8% | -5.5% | -5.1% |
| 3M | +15.4% | -10.8% | +26.1% | +29.4% |
| 6M | -34.2% | +1.1% | -35.3% | -37.9% |
| YTD | -52.9% | +1.8% | -54.7% | -56.5% |
| 1Y | -54.3% | +6.0% | -60.4% | -60.7% |
| 3Y | -18.4% | +24.6% | -43.0% | -33.5% |
| All | -56.8% | +45.5% | -102.4% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling