+856.8%
NVDA vs TSLL
-51.4%
+908.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.3% |
| 7D | -12.7% | +17.8% | -30.6% | -15.6% |
| 30D | -26.4% | +8.2% | -34.7% | -28.0% |
| 3M | -27.6% | +20.9% | -48.5% | -31.2% |
| 6M | -27.7% | -37.5% | +9.8% | -24.5% |
| YTD | -12.5% | -44.5% | +32.0% | -7.9% |
| 1Y | -12.6% | -33.0% | +20.3% | -11.8% |
| 3Y | +235.9% | -6.4% | +242.3% | +148.8% |
| All | +856.8% | -51.4% | +908.2% | +714.5% |
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