+996.6%
NVDA vs TSLL
-58.7%
+1,055.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.6% | -5.9% | +1.2% |
| 7D | -8.8% | -21.2% | +12.4% | -4.9% |
| 30D | -21.4% | -13.3% | -8.1% | -19.6% |
| 3M | -14.7% | +15.4% | -30.1% | -18.0% |
| 6M | -10.0% | -34.2% | +24.2% | -6.8% |
| YTD | +0.3% | -52.9% | +53.2% | +9.2% |
| 1Y | -0.5% | -54.3% | +53.8% | +8.0% |
| 3Y | +309.2% | -18.4% | +327.5% | +210.1% |
| All | +996.6% | -58.7% | +1,055.3% | +865.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling