-52.0%
TSLL vs NYT
+126.5%
-178.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.1% |
| 7D | +5.1% | -1.6% | +6.7% | +6.2% |
| 30D | +20.0% | +2.8% | +17.2% | +17.3% |
| 3M | -23.8% | -9.2% | -14.5% | -19.9% |
| 6M | -30.3% | -17.1% | -13.2% | -23.0% |
| YTD | -47.7% | -3.2% | -44.4% | -49.4% |
| 1Y | -21.2% | +15.7% | -36.9% | -35.8% |
| 3Y | -26.9% | +55.7% | -82.6% | -53.4% |
| All | -52.0% | +126.5% | -178.5% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling