-10.0%
NVDA vs TSLL
-47.7%
+37.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +10.9% | -15.2% | -6.3% |
| 7D | -11.6% | -14.3% | +2.7% | -9.4% |
| 30D | -22.1% | -6.2% | -15.9% | -21.6% |
| 3M | -20.1% | +21.2% | -41.3% | -23.8% |
| 6M | -16.8% | -36.6% | +19.8% | -13.2% |
| YTD | -4.0% | -47.8% | +43.8% | +1.0% |
| All | -10.0% | -47.7% | +37.7% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling