-51.7%
TSLL vs NYT
+147.7%
-199.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.6% |
| 7D | -11.0% | +8.1% | -19.2% | -14.9% |
| 30D | -5.3% | +9.4% | -14.7% | -10.2% |
| 3M | +20.8% | +12.4% | +8.4% | +10.6% |
| 6M | -36.0% | -8.0% | -28.0% | -34.1% |
| YTD | -47.3% | +5.8% | -53.1% | -52.3% |
| 1Y | -48.4% | +17.4% | -65.8% | -57.6% |
| 3Y | -5.4% | +72.4% | -77.9% | -44.3% |
| All | -51.7% | +147.7% | -199.4% | -76.8% |
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