-26.0%
TSLL vs NVD
-99.2%
+73.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.5% | -12.5% |
| 7D | +1.9% | -11.1% | +13.0% | -3.1% |
| 30D | +17.8% | -13.3% | +31.0% | +12.4% |
| 3M | -37.0% | -19.8% | -17.2% | -38.8% |
| 6M | -37.7% | -48.8% | +11.1% | -48.5% |
| YTD | -51.4% | -49.7% | -1.7% | -58.9% |
| 1Y | -23.4% | -61.4% | +38.0% | -39.2% |
| 3Y | -30.8% | -99.1% | +68.4% | -69.9% |
| All | -26.0% | -99.2% | +73.2% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling