-16.9%
TSLL vs NVDX
+871.3%
-888.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.4% | -13.3% | -12.5% |
| 7D | +1.9% | +11.6% | -9.7% | -3.0% |
| 30D | +17.8% | +7.5% | +10.2% | +12.8% |
| 3M | -37.0% | +2.1% | -39.1% | -38.2% |
| 6M | -37.7% | +35.5% | -73.2% | -47.3% |
| YTD | -51.4% | +24.1% | -75.5% | -57.7% |
| 1Y | -23.4% | +33.0% | -56.3% | -36.6% |
| All | -16.9% | +871.3% | -888.2% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling