-2.8%
TSLL vs NVT
+133.0%
-135.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.4% | +4.4% |
| 7D | +33.0% | +17.4% | +15.6% | +13.2% |
| 30D | +7.7% | -28.4% | +36.1% | +49.4% |
| 3M | +34.7% | -32.4% | +67.1% | +93.4% |
| 6M | -31.5% | -32.2% | +0.6% | -2.0% |
| YTD | -42.4% | +14.0% | -56.3% | -57.5% |
| 1Y | -39.7% | +4.3% | -44.0% | -50.3% |
| All | -2.8% | +133.0% | -135.7% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling