-39.7%
TSLL vs NVDL
-44.2%
+4.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.0% | +12.3% | +8.0% |
| 7D | +33.0% | -17.5% | +50.4% | +44.4% |
| 30D | +7.7% | -49.2% | +56.9% | +52.6% |
| 3M | +34.7% | -49.0% | +83.7% | +88.0% |
| 6M | -31.5% | -50.9% | +19.4% | -4.5% |
| YTD | -42.4% | -36.7% | -5.7% | -32.6% |
| 1Y | -39.7% | -43.0% | +3.3% | -25.0% |
| All | -39.7% | -44.2% | +4.5% | -25.0% |
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