-5.4%
TSLL vs NYT
+74.4%
-79.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.6% |
| 7D | -11.0% | +8.1% | -19.2% | -14.7% |
| 30D | -5.3% | +9.4% | -14.7% | -9.9% |
| 3M | +20.8% | +12.4% | +8.4% | +11.1% |
| 6M | -36.0% | -8.0% | -28.0% | -33.8% |
| YTD | -47.3% | +5.8% | -53.1% | -52.8% |
| 1Y | -48.4% | +17.4% | -65.8% | -58.6% |
| 3Y | -5.4% | +72.4% | -77.9% | -46.3% |
| All | -5.4% | +74.4% | -79.8% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling