+40.6%
NVDL vs TSLQ
-50.5%
+91.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.0% | -10.3% | +5.4% |
| 7D | +11.7% | -5.8% | +17.5% | +10.3% |
| 30D | +7.8% | -22.1% | +29.9% | +1.3% |
| 3M | +3.3% | +10.1% | -6.7% | +14.1% |
| 6M | +38.9% | -6.8% | +45.7% | +49.8% |
| YTD | +28.5% | +8.5% | +19.9% | +46.4% |
| 1Y | +40.6% | -49.7% | +90.3% | +71.6% |
| All | +40.6% | -50.5% | +91.1% | +71.6% |
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