-52.1%
TSLL vs NVO
-12.3%
-39.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.9% |
| 6M | -36.6% | -9.0% | -27.6% | -35.5% |
| YTD | -47.8% | -14.6% | -33.2% | -46.5% |
| 1Y | -45.2% | -4.9% | -40.3% | -46.1% |
| 3Y | -3.3% | -54.9% | +51.6% | +15.3% |
| All | -52.1% | -12.3% | -39.8% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling