-99.1%
NVD vs TSLQ
-95.6%
-3.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +10.8% | -6.6% | +17.4% | +13.2% |
| 30D | +0.8% | -24.3% | +25.1% | +9.5% |
| 3M | -20.8% | -3.6% | -17.2% | -23.3% |
| 6M | -41.2% | -12.0% | -29.2% | -42.2% |
| YTD | -44.2% | +1.4% | -45.6% | -48.0% |
| 1Y | -54.2% | -43.6% | -10.6% | -49.7% |
| 3Y | -99.1% | -95.4% | -3.7% | -98.4% |
| All | -99.1% | -95.6% | -3.6% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling