+1,326.0%
NVDA vs TSLQ
-97.2%
+1,423.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.6% | -1.8% |
| 7D | -4.3% | +5.7% | -10.0% | -3.1% |
| 30D | +0.5% | -21.1% | +21.6% | -3.4% |
| 3M | +9.1% | -11.5% | +20.6% | +9.9% |
| 6M | +18.5% | -14.9% | +33.4% | +21.4% |
| YTD | +17.4% | +2.4% | +14.9% | +26.5% |
| 1Y | +23.4% | -49.8% | +73.2% | +18.1% |
| 3Y | +380.6% | -95.8% | +476.4% | +262.8% |
| All | +1,326.0% | -97.2% | +1,423.2% | +979.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling