+15.4%
TSLL vs NVT
-33.8%
+49.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.0% | +0.7% | +3.2% |
| 7D | -21.2% | -15.7% | -5.5% | -12.8% |
| 30D | -13.3% | -36.6% | +23.3% | +7.1% |
| 3M | +15.4% | -34.8% | +50.2% | +42.9% |
| All | +15.4% | -33.8% | +49.2% | +42.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling