-19.5%
TSLL vs NVDX
+507.9%
-527.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.1% | +3.5% | +6.2% |
| 7D | -21.2% | -18.2% | -3.0% | -12.7% |
| 30D | -13.3% | -40.2% | +26.9% | +10.9% |
| 3M | +15.4% | -32.6% | +48.0% | +37.9% |
| 6M | -34.2% | -30.6% | -3.6% | -23.4% |
| YTD | -52.9% | -22.3% | -30.6% | -48.9% |
| 1Y | -54.3% | -27.1% | -27.2% | -49.3% |
| 3Y | -18.4% | +441.8% | -460.2% | -51.8% |
| All | -19.5% | +507.9% | -527.5% | -55.4% |
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