-55.4%
TSLL vs NYT
+128.8%
-184.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.1% |
| 7D | +1.9% | -1.3% | +3.2% | +2.6% |
| 30D | +17.8% | +2.7% | +15.0% | +15.1% |
| 3M | -37.0% | -10.3% | -26.7% | -33.6% |
| 6M | -37.7% | -16.6% | -21.1% | -31.4% |
| YTD | -51.4% | -2.3% | -49.1% | -53.3% |
| 1Y | -23.4% | +15.0% | -38.4% | -37.1% |
| 3Y | -30.8% | +57.1% | -87.9% | -56.3% |
| All | -55.4% | +128.8% | -184.2% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling