-52.0%
TSLL vs NVMI
+262.7%
-314.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.5% |
| 7D | +5.1% | +6.9% | -1.8% | -1.4% |
| 30D | +20.0% | -2.8% | +22.8% | +21.3% |
| 3M | -23.8% | -27.3% | +3.6% | -2.4% |
| 6M | -30.3% | -13.7% | -16.6% | -24.6% |
| YTD | -47.7% | +13.8% | -61.5% | -57.6% |
| 1Y | -21.2% | +34.9% | -56.0% | -44.5% |
| 3Y | -26.9% | +213.5% | -240.4% | -76.6% |
| All | -52.0% | +262.7% | -314.7% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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