-6.4%
TSLL vs NVS
+90.8%
-97.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | +17.8% | -1.3% | +19.1% | +17.6% |
| 30D | +8.2% | +9.3% | -1.0% | +10.0% |
| 3M | +20.9% | +5.8% | +15.1% | +22.6% |
| 6M | -37.5% | +7.2% | -44.7% | -36.6% |
| YTD | -44.5% | +20.0% | -64.5% | -42.7% |
| 1Y | -33.0% | +25.4% | -58.3% | -30.6% |
| 3Y | -6.4% | +89.2% | -95.6% | +7.7% |
| All | -6.4% | +90.8% | -97.2% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling