-30.2%
NVD vs TSLQ
-17.8%
-12.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.4% | 0.0% | +4.2% |
| 7D | +15.0% | +9.8% | +5.1% | +11.2% |
| 30D | +39.3% | -6.0% | +45.3% | +42.2% |
| 3M | +3.1% | -35.0% | +38.1% | +17.7% |
| 6M | -19.0% | -24.9% | +6.0% | -14.9% |
| YTD | -35.5% | -12.7% | -22.9% | -36.0% |
| 1Y | -30.2% | -21.0% | -9.2% | -29.0% |
| All | -30.2% | -17.8% | -12.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling