-26.7%
TSLL vs NYT
+57.5%
-84.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.9% | +7.2% |
| 7D | +5.8% | +0.3% | +5.4% | +5.5% |
| 30D | +21.7% | +7.0% | +14.7% | +15.8% |
| 3M | -28.2% | -7.9% | -20.3% | -25.2% |
| 6M | -29.5% | -15.0% | -14.4% | -23.2% |
| YTD | -47.5% | -1.3% | -46.3% | -50.7% |
| 1Y | -20.8% | +16.9% | -37.7% | -38.6% |
| 3Y | -26.7% | +58.9% | -85.6% | -58.4% |
| All | -26.7% | +57.5% | -84.2% | -58.4% |
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 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