-55.4%
TSLL vs NVT
+371.4%
-426.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.6% | -14.4% | -14.5% |
| 7D | +1.9% | +5.1% | -3.2% | -3.1% |
| 30D | +17.8% | -3.7% | +21.5% | +20.0% |
| 3M | -37.0% | -10.1% | -26.9% | -30.7% |
| 6M | -37.7% | +37.5% | -75.1% | -57.3% |
| YTD | -51.4% | +53.7% | -105.1% | -71.3% |
| 1Y | -23.4% | +70.9% | -94.2% | -59.6% |
| 3Y | -30.8% | +180.4% | -211.2% | -78.4% |
| All | -55.4% | +371.4% | -426.8% | -91.5% |
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 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