-20.8%
TSLL vs NVO
-12.8%
-8.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.1% | +11.0% | +9.0% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | +21.7% | -3.2% | +24.9% | +23.3% |
| 3M | -28.2% | +11.5% | -39.7% | -33.3% |
| 6M | -29.5% | +22.9% | -52.4% | -37.0% |
| YTD | -47.5% | -6.8% | -40.7% | -49.3% |
| 1Y | -20.8% | -12.6% | -8.1% | -11.9% |
| All | -20.8% | -12.8% | -8.0% | -11.9% |
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