-31.5%
TSLL vs NYT
-7.4%
-24.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.5% |
| 7D | +33.0% | +9.0% | +24.0% | +32.7% |
| 30D | +7.7% | +6.8% | +0.9% | +7.4% |
| 3M | +34.7% | +12.1% | +22.6% | +34.6% |
| 6M | -31.5% | -7.7% | -23.8% | -40.4% |
| All | -31.5% | -7.4% | -24.2% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling