+92.6%
NVS vs TSLQ
-97.3%
+189.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -15.4% | -8.0% | -7.4% | -15.3% |
| 30D | -12.3% | -23.8% | +11.5% | -12.3% |
| 3M | -7.8% | -7.0% | -0.8% | -7.8% |
| 6M | -13.0% | -17.1% | +4.1% | -13.0% |
| YTD | +2.8% | +0.1% | +2.7% | +2.7% |
| 1Y | +10.6% | -51.2% | +61.8% | +10.6% |
| 3Y | +55.1% | -95.9% | +151.0% | +54.9% |
| All | +92.6% | -97.3% | +189.9% | +101.8% |
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