+2,494.8%
NVDL vs TSLQ
-97.6%
+2,592.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -3.9% |
| 7D | -8.7% | +5.7% | -14.4% | -6.8% |
| 30D | -1.3% | -21.1% | +19.8% | -7.9% |
| 3M | +11.4% | -11.5% | +22.9% | +13.5% |
| 6M | +22.9% | -14.9% | +37.8% | +30.2% |
| YTD | +15.4% | +2.4% | +13.0% | +34.2% |
| 1Y | +18.8% | -49.8% | +68.5% | +13.4% |
| 3Y | +641.4% | -95.8% | +737.2% | +433.6% |
| All | +2,494.8% | -97.6% | +2,592.4% | +1,306.9% |
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