-23.4%
TSLL vs NYT
+15.2%
-38.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -11.8% |
| 7D | +1.9% | -1.3% | +3.2% | +1.9% |
| 30D | +17.8% | +2.7% | +15.0% | +17.8% |
| 3M | -37.0% | -10.3% | -26.7% | -37.1% |
| 6M | -37.7% | -16.6% | -21.1% | -37.8% |
| YTD | -51.4% | -2.3% | -49.1% | -48.0% |
| 1Y | -23.4% | +15.0% | -38.4% | -0.4% |
| All | -23.4% | +15.2% | -38.6% | -0.4% |
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