-20.1%
NVDL vs TSLQ
-17.8%
-2.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.4% | -12.5% | -3.8% |
| 7D | -14.0% | +9.8% | -23.9% | -10.9% |
| 30D | -31.2% | -6.0% | -25.1% | -31.6% |
| 3M | -15.5% | -35.0% | +19.5% | -24.5% |
| 6M | -10.3% | -24.9% | +14.7% | -10.2% |
| YTD | -5.8% | -12.7% | +6.9% | +4.1% |
| 1Y | -20.1% | -21.0% | +0.9% | -12.7% |
| All | -20.1% | -17.8% | -2.3% | -12.7% |
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