+2,490.2%
NVDL vs TSLQ
-97.6%
+2,587.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.5% |
| 7D | -10.3% | -6.6% | -3.7% | -12.5% |
| 30D | -7.1% | -24.3% | +17.2% | -14.5% |
| 3M | +6.6% | -3.6% | +10.2% | +11.8% |
| 6M | +21.1% | -12.0% | +33.0% | +29.8% |
| YTD | +15.2% | +1.4% | +13.8% | +33.5% |
| 1Y | +18.8% | -43.6% | +62.3% | +18.2% |
| 3Y | +649.9% | -95.4% | +745.3% | +470.4% |
| All | +2,490.2% | -97.6% | +2,587.8% | +1,299.2% |
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 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