+396.0%
NVDA vs TSLQ
-95.6%
+491.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.3% | -8.0% | +7.7% | -1.5% |
| 30D | +2.8% | -23.8% | +26.6% | -1.2% |
| 3M | +7.4% | -7.0% | +14.4% | +9.3% |
| 6M | +22.6% | -17.1% | +39.7% | +24.7% |
| YTD | +20.1% | +0.1% | +20.0% | +27.5% |
| 1Y | +31.2% | -51.2% | +82.3% | +26.3% |
| All | +396.0% | -95.6% | +491.6% | +333.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling