-46.0%
TSLL vs NVDL
-23.5%
-22.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.1% | -0.2% | -3.2% |
| 7D | -9.4% | -14.0% | +4.6% | -2.4% |
| 30D | +1.6% | -31.2% | +32.8% | +22.5% |
| 3M | +29.4% | -15.5% | +44.9% | +37.9% |
| 6M | -20.1% | -10.3% | -9.9% | -18.6% |
| YTD | -44.5% | -5.8% | -38.7% | -47.0% |
| 1Y | -46.0% | -20.1% | -25.9% | -43.2% |
| All | -46.0% | -23.5% | -22.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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