+92.2%
NVS vs TSLQ
-97.2%
+189.4%
-20.0%
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% | -0.2% |
| 7D | -14.3% | -6.6% | -7.7% | -14.2% |
| 30D | -10.0% | -24.3% | +14.3% | -9.9% |
| 3M | -10.9% | -3.6% | -7.3% | -10.9% |
| 6M | -12.0% | -12.0% | 0.0% | -12.0% |
| YTD | +2.5% | +1.4% | +1.1% | +2.4% |
| 1Y | +10.7% | -43.6% | +54.2% | +10.6% |
| 3Y | +53.3% | -95.4% | +148.7% | +53.3% |
| All | +92.2% | -97.2% | +189.4% | +101.4% |
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 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