-10.4%
TSLL vs NVDX
+833.4%
-843.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.9% | +11.8% | +9.6% |
| 7D | +5.8% | +7.3% | -1.5% | +2.2% |
| 30D | +21.7% | -0.9% | +22.6% | +20.7% |
| 3M | -28.2% | +8.4% | -36.6% | -31.8% |
| 6M | -29.5% | +38.2% | -67.6% | -41.0% |
| YTD | -47.5% | +19.3% | -66.8% | -53.6% |
| 1Y | -20.8% | +33.3% | -54.0% | -34.4% |
| All | -10.4% | +833.4% | -843.7% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling