-48.9%
TSLL vs NVS
+33.1%
-82.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +11.0% |
| 7D | -14.3% | +1.3% | -15.7% | -14.0% |
| 30D | -6.2% | +13.9% | -20.0% | -3.2% |
| 3M | +21.2% | +4.7% | +16.5% | +23.4% |
| 6M | -36.6% | +12.1% | -48.7% | -36.1% |
| YTD | -47.8% | +22.3% | -70.1% | -45.5% |
| All | -48.9% | +33.1% | -82.0% | -48.4% |
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