-10.7%
NVO vs TSLQ
-97.2%
+86.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.1% |
| 7D | -7.4% | +5.7% | -13.0% | -7.0% |
| 30D | -5.5% | -21.1% | +15.6% | -6.5% |
| 3M | +4.1% | -11.5% | +15.6% | +4.2% |
| 6M | +19.3% | -14.9% | +34.2% | +19.9% |
| YTD | -9.2% | +2.4% | -11.6% | -7.5% |
| 1Y | -15.0% | -49.8% | +34.8% | -15.4% |
| 3Y | -50.9% | -95.8% | +45.0% | -52.6% |
| All | -10.7% | -97.2% | +86.5% | -13.6% |
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 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