-19.8%
TSLL vs NVD
-98.6%
+78.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -9.9% | +6.0% |
| 7D | -11.0% | +43.9% | -54.9% | +8.7% |
| 30D | -5.3% | +74.0% | -79.3% | +28.1% |
| 3M | +20.8% | +48.3% | -27.5% | +55.4% |
| 6M | -36.0% | +30.3% | -66.3% | -17.4% |
| YTD | -47.3% | -12.9% | -34.4% | -39.5% |
| 1Y | -48.4% | -4.0% | -44.5% | -36.8% |
| 3Y | -5.4% | -98.5% | +93.0% | -45.6% |
| All | -19.8% | -98.6% | +78.9% | -54.8% |
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