-51.9%
TSLL vs NVS
+83.1%
-135.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -13.9% | +21.8% | +6.9% |
| 7D | +5.8% | -14.6% | +20.4% | +4.9% |
| 30D | +21.7% | -11.9% | +33.6% | +20.9% |
| 3M | -28.2% | -6.0% | -22.3% | -29.0% |
| 6M | -29.5% | -11.4% | -18.1% | -30.0% |
| YTD | -47.5% | +2.9% | -50.5% | -48.0% |
| 1Y | -20.8% | +10.2% | -31.0% | -21.6% |
| 3Y | -26.7% | +55.3% | -82.0% | -30.8% |
| All | -51.9% | +83.1% | -135.0% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling