-20.8%
TSLL vs NVMI
+42.2%
-63.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.3% | +6.5% | +6.9% |
| 7D | +5.8% | +11.7% | -5.9% | -3.1% |
| 30D | +21.7% | -4.0% | +25.7% | +24.2% |
| 3M | -28.2% | -25.8% | -2.5% | -11.8% |
| 6M | -29.5% | -8.3% | -21.1% | -27.4% |
| YTD | -47.5% | +14.8% | -62.4% | -59.6% |
| 1Y | -20.8% | +37.9% | -58.6% | -51.2% |
| All | -20.8% | +42.2% | -63.0% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling