-44.0%
TSLL vs NVT
+5.7%
-49.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +2.0% | +3.0% |
| 7D | +0.5% | +3.5% | -3.0% | -0.6% |
| 30D | +2.7% | -28.2% | +30.8% | +27.9% |
| 3M | +26.3% | -30.1% | +56.3% | +57.6% |
| 6M | -37.2% | -32.5% | -4.7% | -19.3% |
| YTD | -44.2% | +15.2% | -59.4% | -49.6% |
| 1Y | -44.0% | +7.2% | -51.2% | -45.7% |
| All | -44.0% | +5.7% | -49.6% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling