-47.2%
TSLL vs NWSA
+44.8%
-92.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.4% | +5.6% |
| 7D | +33.0% | -0.8% | +33.8% | +34.0% |
| 30D | +7.7% | -11.3% | +19.0% | +23.1% |
| 3M | +34.7% | -8.1% | +42.8% | +46.8% |
| 6M | -31.5% | -0.7% | -30.8% | -34.1% |
| YTD | -42.4% | +1.3% | -43.7% | -46.5% |
| 1Y | -39.7% | -1.3% | -38.4% | -42.2% |
| 3Y | +3.4% | +28.4% | -25.0% | -18.1% |
| All | -47.2% | +44.8% | -92.0% | -65.3% |
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