-53.1%
TSLL vs NYT
+126.4%
-179.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -7.3% | -0.7% | -6.6% | -6.9% |
| 30D | +15.8% | +4.5% | +11.3% | +12.0% |
| 3M | -19.5% | -8.5% | -10.9% | -15.9% |
| 6M | -32.1% | -15.1% | -17.0% | -26.4% |
| YTD | -48.9% | -3.3% | -45.6% | -50.5% |
| 1Y | -23.4% | +17.0% | -40.4% | -38.2% |
| 3Y | -28.6% | +55.7% | -84.2% | -54.5% |
| All | -53.1% | +126.4% | -179.5% | -75.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling