+216.6%
NVTS vs TSLQ
-97.3%
+313.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.0% | +9.7% | -1.1% |
| 7D | +9.7% | -8.6% | +18.3% | +6.4% |
| 30D | -13.6% | -24.9% | +11.3% | -21.2% |
| 3M | -51.0% | -1.5% | -49.5% | -46.9% |
| 6M | +46.3% | -18.1% | +64.4% | +59.7% |
| YTD | +68.1% | -0.1% | +68.2% | +100.5% |
| 1Y | +113.9% | -51.4% | +165.3% | +118.3% |
| 3Y | +45.3% | -95.9% | +141.2% | +16.0% |
| All | +216.6% | -97.3% | +313.9% | +155.4% |
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 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