-55.4%
TSLL vs NVO
-1.2%
-54.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -11.2% |
| 7D | +1.9% | +2.2% | -0.3% | +1.3% |
| 30D | +17.8% | +6.0% | +11.8% | +15.7% |
| 3M | -37.0% | +7.9% | -44.9% | -39.4% |
| 6M | -37.7% | +27.1% | -64.8% | -43.1% |
| YTD | -51.4% | -3.8% | -47.5% | -52.0% |
| 1Y | -23.4% | -12.8% | -10.5% | -22.0% |
| 3Y | -30.8% | -46.3% | +15.5% | -21.2% |
| All | -55.4% | -1.2% | -54.2% | -56.0% |
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