-55.4%
TSLL vs NVMI
+261.0%
-316.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.5% | -17.4% | -16.5% |
| 7D | +1.9% | +6.6% | -4.7% | -4.2% |
| 30D | +17.8% | -7.5% | +25.3% | +23.9% |
| 3M | -37.0% | -28.5% | -8.5% | -17.9% |
| 6M | -37.7% | -15.7% | -21.9% | -31.3% |
| YTD | -51.4% | +13.3% | -64.7% | -60.4% |
| 1Y | -23.4% | +48.3% | -71.6% | -50.7% |
| 3Y | -30.8% | +191.2% | -222.0% | -76.3% |
| All | -55.4% | +261.0% | -316.5% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling