-20.8%
TSLL vs NVT
+75.6%
-96.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.2% | +3.7% | +4.6% |
| 7D | +5.8% | +10.4% | -4.6% | -2.0% |
| 30D | +21.7% | -1.3% | +23.0% | +21.2% |
| 3M | -28.2% | -0.6% | -27.6% | -28.7% |
| 6M | -29.5% | +53.8% | -83.2% | -50.3% |
| YTD | -47.5% | +60.2% | -107.7% | -65.4% |
| 1Y | -20.8% | +76.8% | -97.6% | -52.1% |
| All | -20.8% | +75.6% | -96.4% | -52.1% |
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