-56.8%
TSLL vs NVT
+221.4%
-278.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.0% | +0.7% | +0.9% |
| 7D | -21.2% | -15.7% | -5.5% | -6.9% |
| 30D | -13.3% | -36.6% | +23.3% | +33.7% |
| 3M | +15.4% | -34.8% | +50.2% | +68.2% |
| 6M | -34.2% | -38.2% | +4.0% | +1.7% |
| YTD | -52.9% | +4.8% | -57.7% | -60.5% |
| 1Y | -54.3% | -2.8% | -51.5% | -58.4% |
| 3Y | -18.4% | +119.5% | -137.9% | -67.3% |
| All | -56.8% | +221.4% | -278.3% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling