-33.3%
TSLL vs NVDL
+728.2%
-761.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.5% | -12.6% |
| 7D | +1.9% | +11.7% | -9.8% | -3.1% |
| 30D | +17.8% | +7.8% | +9.9% | +12.5% |
| 3M | -37.0% | +3.3% | -40.3% | -38.5% |
| 6M | -37.7% | +38.9% | -76.6% | -48.1% |
| YTD | -51.4% | +28.5% | -79.8% | -58.5% |
| 1Y | -23.4% | +40.6% | -64.0% | -38.4% |
| All | -33.3% | +728.2% | -761.5% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling