-3.3%
TSLL vs NVDL
+356.3%
-359.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -8.7% | +19.6% | +15.0% |
| 7D | -14.3% | -23.4% | +9.1% | -2.5% |
| 30D | -6.2% | -41.3% | +35.1% | +21.0% |
| 3M | +21.2% | -40.6% | +61.8% | +53.0% |
| 6M | -36.6% | -39.8% | +3.2% | -21.5% |
| YTD | -47.8% | -26.2% | -21.5% | -42.2% |
| 1Y | -45.2% | -30.0% | -15.2% | -38.3% |
| 3Y | -3.3% | +364.0% | -367.2% | -38.1% |
| All | -3.3% | +356.3% | -359.6% | -38.1% |
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