-52.1%
TSLL vs NVT
+246.3%
-298.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.7% | +3.2% | +3.3% |
| 7D | -14.3% | -7.5% | -6.8% | -7.2% |
| 30D | -6.2% | -31.5% | +25.4% | +34.5% |
| 3M | +21.2% | -30.4% | +51.6% | +66.0% |
| 6M | -36.6% | -32.5% | -4.1% | -9.8% |
| YTD | -47.8% | +12.9% | -60.7% | -59.2% |
| 1Y | -45.2% | +3.7% | -49.0% | -52.9% |
| 3Y | -3.3% | +135.8% | -139.0% | -63.9% |
| All | -52.1% | +246.3% | -298.4% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling