-9.8%
NVDA vs TSLL
-44.0%
+34.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +1.8% |
| 7D | -13.2% | +0.5% | -13.7% | -13.6% |
| 30D | -23.2% | +2.7% | -25.9% | -24.0% |
| 3M | -20.0% | +26.3% | -46.3% | -24.3% |
| 6M | -20.6% | -37.2% | +16.5% | -16.8% |
| YTD | -6.6% | -44.2% | +37.6% | -3.1% |
| 1Y | -9.8% | -44.0% | +34.1% | -6.8% |
| All | -9.8% | -44.0% | +34.2% | -6.8% |
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