-20.8%
TSLL vs NVD
-61.7%
+40.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.9% | +4.0% | +9.7% |
| 7D | +5.8% | -7.7% | +13.4% | +1.8% |
| 30D | +21.7% | -5.8% | +27.5% | +20.4% |
| 3M | -28.2% | -23.2% | -5.0% | -32.9% |
| 6M | -29.5% | -49.7% | +20.3% | -43.6% |
| YTD | -47.5% | -47.7% | +0.1% | -55.9% |
| 1Y | -20.8% | -61.3% | +40.6% | -23.1% |
| All | -20.8% | -61.7% | +40.9% | -23.1% |
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