-21.2%
TSLL vs NVS
+10.4%
-31.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +5.1% | -15.4% | +20.5% | +1.7% |
| 30D | +20.0% | -12.3% | +32.3% | +17.2% |
| 3M | -23.8% | -7.8% | -15.9% | -25.7% |
| 6M | -30.3% | -13.0% | -17.3% | -32.4% |
| YTD | -47.7% | +2.8% | -50.4% | -46.9% |
| 1Y | -21.2% | +10.6% | -31.8% | -18.1% |
| All | -21.2% | +10.4% | -31.6% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling