-20.3%
TSLL vs NVD
-99.2%
+78.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | +0.7% |
| 7D | +5.1% | +0.5% | +4.6% | +5.4% |
| 30D | +20.0% | -9.3% | +29.3% | +16.6% |
| 3M | -23.8% | -22.1% | -1.7% | -27.8% |
| 6M | -30.3% | -45.8% | +15.5% | -41.1% |
| YTD | -47.7% | -46.7% | -0.9% | -54.6% |
| 1Y | -21.2% | -59.5% | +38.3% | -36.1% |
| 3Y | -26.9% | -99.2% | +72.3% | -69.0% |
| All | -20.3% | -99.2% | +78.9% | -66.1% |
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 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