+206.9%
NVTS vs TSLQ
-97.2%
+304.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +3.9% |
| 7D | -1.4% | -6.6% | +5.2% | -3.6% |
| 30D | -16.5% | -24.3% | +7.8% | -23.6% |
| 3M | -47.6% | -3.6% | -44.0% | -44.2% |
| 6M | +7.3% | -12.0% | +19.2% | +19.6% |
| YTD | +62.9% | +1.4% | +61.5% | +95.4% |
| 1Y | +91.3% | -43.6% | +134.8% | +103.8% |
| 3Y | +43.4% | -95.4% | +138.8% | +22.1% |
| All | +206.9% | -97.2% | +304.1% | +148.9% |
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 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