-47.2%
TSLL vs NVMI
+217.9%
-265.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.8% | +7.2% | +6.6% |
| 7D | +33.0% | +16.9% | +16.1% | +16.4% |
| 30D | +7.7% | -4.3% | +12.0% | +12.5% |
| 3M | +34.7% | -19.3% | +54.0% | +58.9% |
| 6M | -31.5% | -33.6% | +2.1% | -6.2% |
| YTD | -42.4% | -0.2% | -42.1% | -48.0% |
| 1Y | -39.7% | +5.1% | -44.7% | -48.3% |
| 3Y | +3.4% | +193.2% | -189.8% | -65.4% |
| All | -47.2% | +217.9% | -265.1% | -84.5% |
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