-3.3%
TSLL vs NVO
-55.3%
+52.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.3% | +10.0% |
| 7D | -14.3% | +2.3% | -16.6% | -14.7% |
| 30D | -6.2% | +7.1% | -13.2% | -8.0% |
| 3M | +21.2% | -11.3% | +32.5% | +26.1% |
| 6M | -36.6% | -9.0% | -27.6% | -35.4% |
| YTD | -47.8% | -14.6% | -33.2% | -46.6% |
| 1Y | -45.2% | -4.9% | -40.3% | -46.3% |
| 3Y | -3.3% | -54.9% | +51.6% | +41.7% |
| All | -3.3% | -55.3% | +52.0% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling