-46.0%
TSLL vs NVTS
-9.1%
-36.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.0% | -15.3% | -9.1% |
| 7D | -9.4% | -0.3% | -9.1% | -9.9% |
| 30D | +1.6% | -24.4% | +26.0% | +9.7% |
| 3M | +29.4% | -26.5% | +55.9% | +39.7% |
| 6M | -20.1% | -41.4% | +21.2% | -8.1% |
| YTD | -44.5% | +30.7% | -75.2% | -52.0% |
| 1Y | -46.0% | -10.8% | -35.2% | -45.2% |
| All | -46.0% | -9.1% | -36.9% | -45.2% |
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