-55.4%
TSLL vs NVS
+112.7%
-168.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -9.9% | -11.9% |
| 7D | +1.9% | +4.0% | -2.1% | +2.1% |
| 30D | +17.8% | +3.6% | +14.2% | +18.0% |
| 3M | -37.0% | +7.8% | -44.8% | -37.1% |
| 6M | -37.7% | -0.2% | -37.5% | -37.6% |
| YTD | -51.4% | +19.6% | -70.9% | -51.4% |
| 1Y | -23.4% | +28.4% | -51.7% | -23.5% |
| 3Y | -30.8% | +76.2% | -107.0% | -33.9% |
| All | -55.4% | +112.7% | -168.2% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling