-23.4%
TSLL vs NVTS
+109.2%
-132.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.3% | -18.2% | -13.6% |
| 7D | +1.9% | +2.7% | -0.8% | +0.9% |
| 30D | +17.8% | -4.5% | +22.2% | +18.3% |
| 3M | -37.0% | -61.5% | +24.5% | -20.6% |
| 6M | -37.7% | +28.0% | -65.7% | -42.7% |
| YTD | -51.4% | +65.3% | -116.6% | -58.5% |
| 1Y | -23.4% | +113.0% | -136.4% | -30.9% |
| All | -23.4% | +109.2% | -132.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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