-23.4%
TSLL vs NVDX
+34.6%
-57.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.4% | -13.3% | -12.5% |
| 7D | +1.9% | +11.6% | -9.7% | -3.3% |
| 30D | +17.8% | +7.5% | +10.2% | +12.5% |
| 3M | -37.0% | +2.1% | -39.1% | -38.6% |
| 6M | -37.7% | +35.5% | -73.2% | -48.3% |
| YTD | -51.4% | +24.1% | -75.5% | -58.6% |
| 1Y | -23.4% | +33.0% | -56.3% | -24.9% |
| All | -23.4% | +34.6% | -57.9% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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