-48.4%
TSLL vs NVO
-7.5%
-40.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.4% |
| 7D | -11.0% | +1.3% | -12.3% | -10.9% |
| 30D | -5.3% | +5.3% | -10.6% | -6.3% |
| 3M | +20.8% | -13.6% | +34.5% | +26.3% |
| 6M | -36.0% | -10.5% | -25.5% | -34.7% |
| YTD | -47.3% | -16.0% | -31.3% | -46.7% |
| 1Y | -48.4% | -7.0% | -41.5% | -47.7% |
| All | -48.4% | -7.5% | -40.9% | -47.7% |
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