+375.4%
NVDA vs TSLL
-30.6%
+406.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.8% | +12.7% | +2.7% |
| 7D | +5.9% | +1.9% | +4.0% | +5.2% |
| 30D | +5.1% | +17.8% | -12.7% | +1.9% |
| 3M | +5.4% | -37.0% | +42.4% | +10.5% |
| 6M | +26.0% | -37.7% | +63.7% | +31.0% |
| YTD | +23.7% | -51.4% | +75.0% | +32.9% |
| 1Y | +34.4% | -23.4% | +57.7% | +32.0% |
| All | +375.4% | -30.6% | +406.1% | +326.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling