-52.0%
TSLL vs NVO
-5.6%
-46.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +5.1% | -4.7% | +9.8% | +6.8% |
| 30D | +20.0% | -5.4% | +25.4% | +22.2% |
| 3M | -23.8% | +7.0% | -30.7% | -26.4% |
| 6M | -30.3% | +17.6% | -47.9% | -34.8% |
| YTD | -47.7% | -8.0% | -39.6% | -47.6% |
| 1Y | -21.2% | -13.8% | -7.3% | -19.4% |
| 3Y | -26.9% | -50.3% | +23.4% | -15.2% |
| All | -52.0% | -5.6% | -46.5% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling