+1.0%
NVDA vs TSLQ
-17.8%
+18.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -2.0% |
| 7D | -7.1% | +9.8% | -16.9% | -5.4% |
| 30D | -16.2% | -6.0% | -10.2% | -16.7% |
| 3M | -5.5% | -35.0% | +29.5% | -10.8% |
| 6M | +1.1% | -24.9% | +26.0% | +0.4% |
| YTD | +7.6% | -12.7% | +20.2% | +11.7% |
| 1Y | +1.0% | -21.0% | +22.0% | +4.1% |
| All | +1.0% | -17.8% | +18.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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