-15.5%
TSLL vs NVD
-98.5%
+83.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -1.9% |
| 7D | +17.8% | +28.6% | -10.8% | +32.6% |
| 30D | +8.2% | +73.6% | -65.4% | +46.4% |
| 3M | +20.9% | +70.1% | -49.2% | +66.1% |
| 6M | -37.5% | +53.6% | -91.1% | -13.0% |
| YTD | -44.5% | -7.0% | -37.5% | -34.2% |
| 1Y | -33.0% | -9.0% | -24.0% | -20.2% |
| 3Y | -6.4% | -98.3% | +92.0% | -44.1% |
| All | -15.5% | -98.5% | +83.0% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling