-18.4%
TSLL vs NVD
-98.8%
+80.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -5.5% | +14.1% | +6.0% |
| 7D | -21.2% | +16.8% | -38.1% | -12.6% |
| 30D | -13.3% | +54.3% | -67.6% | +11.1% |
| 3M | +15.4% | +24.3% | -8.9% | +37.1% |
| 6M | -34.2% | +0.6% | -34.8% | -24.4% |
| YTD | -52.9% | -27.7% | -25.2% | -50.4% |
| 1Y | -54.3% | -29.4% | -24.9% | -51.1% |
| 3Y | -18.4% | -98.8% | +80.4% | -51.1% |
| All | -18.4% | -98.8% | +80.5% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling