+20.4%
TSLL vs NVDL
+2,657.6%
-2,637.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.0% | +11.9% | +9.7% |
| 7D | +5.8% | +7.3% | -1.5% | +2.0% |
| 30D | +21.7% | -0.7% | +22.4% | +20.5% |
| 3M | -28.2% | +9.5% | -37.7% | -32.2% |
| 6M | -29.5% | +41.6% | -71.1% | -42.0% |
| YTD | -47.5% | +23.3% | -70.9% | -54.5% |
| 1Y | -20.8% | +40.3% | -61.1% | -36.4% |
| 3Y | -26.7% | +692.2% | -718.9% | -76.5% |
| All | +20.4% | +2,657.6% | -2,637.2% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling