+3.6%
NVT vs TSLQ
-17.8%
+21.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +6.4% | -19.2% | -11.3% |
| 7D | -19.5% | +9.8% | -29.3% | -17.6% |
| 30D | -32.4% | -6.0% | -26.4% | -32.5% |
| 3M | -30.3% | -35.0% | +4.7% | -34.6% |
| 6M | -30.4% | -24.9% | -5.5% | -29.9% |
| YTD | +11.3% | -12.7% | +24.0% | +16.5% |
| 1Y | +3.6% | -21.0% | +24.6% | +8.3% |
| All | +3.6% | -17.8% | +21.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling