-7.8%
TSLL vs NXT
+213.5%
-221.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.2% |
| 7D | +17.8% | -9.4% | +27.3% | +21.2% |
| 30D | +8.2% | +15.1% | -6.9% | +3.1% |
| 3M | +20.9% | -9.1% | +30.0% | +23.3% |
| 6M | -37.5% | -30.3% | -7.2% | -31.1% |
| YTD | -44.5% | +9.1% | -53.6% | -46.2% |
| 1Y | -33.0% | +7.9% | -40.8% | -35.0% |
| 3Y | -6.4% | +176.5% | -182.9% | -31.7% |
| All | -7.8% | +213.5% | -221.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling