+1,372.5%
NVDA vs TSLQ
-97.3%
+1,469.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.0% | +6.0% | -3.6% |
| 7D | +3.8% | -8.6% | +12.4% | +2.2% |
| 30D | +0.8% | -24.9% | +25.7% | -4.1% |
| 3M | +8.2% | -1.5% | +9.7% | +11.7% |
| 6M | +27.1% | -18.1% | +45.2% | +29.2% |
| YTD | +21.2% | -0.1% | +21.3% | +29.9% |
| 1Y | +34.3% | -51.4% | +85.7% | +27.6% |
| 3Y | +396.3% | -95.9% | +492.2% | +272.7% |
| All | +1,372.5% | -97.3% | +1,469.8% | +1,009.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling