-1.5%
TSLL vs NVDX
+376.7%
-378.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.0% | +12.3% | +7.5% |
| 7D | +33.0% | -17.5% | +50.5% | +43.3% |
| 30D | +7.7% | -49.2% | +56.9% | +46.7% |
| 3M | +34.7% | -49.3% | +84.1% | +81.5% |
| 6M | -31.5% | -52.0% | +20.4% | -7.1% |
| YTD | -42.4% | -39.1% | -3.3% | -31.0% |
| 1Y | -39.7% | -45.8% | +6.1% | -24.4% |
| 3Y | +3.4% | +281.3% | -277.9% | -29.8% |
| All | -1.5% | +376.7% | -378.3% | -39.8% |
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