-19.2%
TSLL vs NXT
+178.8%
-198.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.2% | -13.0% | -12.2% |
| 7D | +1.9% | -1.1% | +3.0% | +2.0% |
| 30D | +17.8% | -15.3% | +33.1% | +23.6% |
| 3M | -37.0% | -43.8% | +6.8% | -25.4% |
| 6M | -37.7% | -18.7% | -19.0% | -33.6% |
| YTD | -51.4% | -3.0% | -48.4% | -50.8% |
| 1Y | -23.4% | +22.7% | -46.1% | -26.5% |
| 3Y | -30.8% | +95.9% | -126.7% | -44.1% |
| All | -19.2% | +178.8% | -198.0% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling