-46.0%
TSLL vs NYT
+16.5%
-62.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -6.4% |
| 7D | -9.4% | -3.9% | -5.6% | -9.7% |
| 30D | +1.6% | +4.3% | -2.7% | +2.0% |
| 3M | +29.4% | -11.7% | +41.1% | +29.6% |
| 6M | -20.1% | -14.4% | -5.7% | -20.8% |
| YTD | -44.5% | -3.0% | -41.5% | -40.3% |
| 1Y | -46.0% | +16.5% | -62.6% | -13.8% |
| All | -46.0% | +16.5% | -62.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling