+18.8%
NVDL vs TSLQ
-49.6%
+68.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.5% |
| 7D | -10.3% | -6.6% | -3.7% | -12.2% |
| 30D | -7.1% | -24.3% | +17.2% | -13.8% |
| 3M | +6.6% | -3.6% | +10.2% | +11.4% |
| 6M | +21.1% | -12.0% | +33.0% | +28.5% |
| YTD | +15.2% | +1.4% | +13.8% | +29.6% |
| 1Y | +18.8% | -43.6% | +62.3% | +35.4% |
| All | +18.8% | -49.6% | +68.4% | +35.4% |
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