-15.1%
TSLL vs NVD
-98.7%
+83.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.8% | +11.6% | +3.1% |
| 7D | +0.5% | +27.3% | -26.8% | +15.9% |
| 30D | +2.7% | +59.9% | -57.3% | +33.7% |
| 3M | +26.3% | +39.4% | -13.2% | +58.1% |
| 6M | -37.2% | +27.6% | -64.8% | -19.7% |
| YTD | -44.2% | -17.9% | -26.3% | -37.6% |
| 1Y | -44.0% | -14.5% | -29.5% | -34.9% |
| 3Y | 0.0% | -98.6% | +98.6% | -43.9% |
| All | -15.1% | -98.7% | +83.6% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling