-54.3%
TSLL vs NVD
-23.6%
-30.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -5.5% | +14.1% | +5.6% |
| 7D | -21.2% | +16.8% | -38.1% | -11.4% |
| 30D | -13.3% | +54.3% | -67.6% | +13.9% |
| 3M | +15.4% | +24.3% | -8.9% | +39.7% |
| 6M | -34.2% | +0.6% | -34.8% | -23.4% |
| YTD | -52.9% | -27.7% | -25.2% | -51.3% |
| 1Y | -54.3% | -29.4% | -24.9% | -51.6% |
| All | -54.3% | -23.6% | -30.8% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling