-46.0%
TSLL vs NVO
-7.7%
-38.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.0% | -11.3% | -7.6% |
| 7D | -9.4% | +10.2% | -19.6% | -11.9% |
| 30D | +1.6% | +12.4% | -10.8% | -1.9% |
| 3M | +29.4% | -3.5% | +32.9% | +30.6% |
| 6M | -20.1% | -3.8% | -16.4% | -20.9% |
| YTD | -44.5% | -13.0% | -31.5% | -45.1% |
| 1Y | -46.0% | -8.2% | -37.8% | -47.2% |
| All | -46.0% | -7.7% | -38.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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