-52.1%
TSLL vs NVMI
+223.3%
-275.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.4% | +4.5% | +5.5% |
| 7D | -14.3% | +9.6% | -23.9% | -19.8% |
| 30D | -6.2% | -5.6% | -0.6% | -0.6% |
| 3M | +21.2% | -15.2% | +36.4% | +37.1% |
| 6M | -36.6% | -36.1% | -0.5% | -10.0% |
| YTD | -47.8% | +1.5% | -49.2% | -53.4% |
| 1Y | -45.2% | +8.3% | -53.6% | -54.1% |
| 3Y | -3.3% | +212.6% | -215.9% | -69.4% |
| All | -52.1% | +223.3% | -275.4% | -86.1% |
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