-99.2%
NVD vs TSLQ
-96.1%
-3.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +0.5% | -8.0% | +8.5% | +2.6% |
| 30D | -9.3% | -23.8% | +14.5% | -1.8% |
| 3M | -22.1% | -7.0% | -15.1% | -23.6% |
| 6M | -45.8% | -17.1% | -28.7% | -45.7% |
| YTD | -46.7% | +0.1% | -46.8% | -50.1% |
| 1Y | -59.5% | -51.2% | -8.3% | -53.4% |
| 3Y | -99.2% | -95.9% | -3.2% | -98.3% |
| All | -99.2% | -96.1% | -3.1% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling