+892.3%
NVDA vs TSLL
-53.8%
+946.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.6% |
| 7D | -18.3% | -11.0% | -7.3% | -16.9% |
| 30D | -26.3% | -5.3% | -21.1% | -26.1% |
| 3M | -22.3% | +20.8% | -43.1% | -26.1% |
| 6M | -21.3% | -36.0% | +14.7% | -18.2% |
| YTD | -9.2% | -47.3% | +38.1% | -3.5% |
| 1Y | -14.9% | -48.4% | +33.5% | -9.9% |
| 3Y | +250.5% | -5.4% | +255.9% | +157.2% |
| All | +892.3% | -53.8% | +946.1% | +753.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling