-56.8%
TSLL vs NVMI
+203.9%
-260.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.7% | -3.1% | -1.2% |
| 7D | -21.2% | +0.3% | -21.5% | -20.9% |
| 30D | -13.3% | -17.1% | +3.8% | +1.8% |
| 3M | +15.4% | -17.9% | +33.3% | +33.8% |
| 6M | -34.2% | -41.4% | +7.2% | -0.1% |
| YTD | -52.9% | -4.6% | -48.3% | -55.9% |
| 1Y | -54.3% | -0.3% | -54.1% | -59.0% |
| 3Y | -18.4% | +214.5% | -232.8% | -74.7% |
| All | -56.8% | +203.9% | -260.7% | -86.8% |
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