-55.4%
TSLL vs NWSA
+67.0%
-122.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.8% | -10.0% | -9.9% |
| 7D | +1.9% | -1.9% | +3.8% | +4.3% |
| 30D | +17.8% | +4.6% | +13.2% | +11.9% |
| 3M | -37.0% | +13.2% | -50.2% | -46.4% |
| 6M | -37.7% | +27.0% | -64.7% | -54.3% |
| YTD | -51.4% | +16.8% | -68.2% | -61.0% |
| 1Y | -23.4% | +4.5% | -27.9% | -30.1% |
| 3Y | -30.8% | +46.2% | -77.0% | -52.1% |
| All | -55.4% | +67.0% | -122.4% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling