-5.9%
TSLL vs NVS
+90.6%
-96.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.6% | +5.5% |
| 7D | +0.5% | -2.8% | +3.3% | 0.0% |
| 30D | +2.7% | +11.5% | -8.8% | +4.7% |
| 3M | +26.3% | +3.7% | +22.6% | +27.7% |
| 6M | -37.2% | +10.4% | -47.6% | -36.2% |
| YTD | -44.2% | +19.8% | -64.1% | -42.5% |
| 1Y | -44.0% | +26.6% | -70.6% | -41.9% |
| All | -5.9% | +90.6% | -96.5% | +8.3% |
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 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