-52.1%
TSLL vs NVTS
+94.7%
-146.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +11.3% | -0.4% | +8.4% |
| 7D | -14.3% | +20.8% | -35.1% | -17.5% |
| 30D | -6.2% | -11.1% | +5.0% | -3.6% |
| 3M | +21.2% | -31.0% | +52.2% | +30.7% |
| 6M | -36.6% | -47.4% | +10.8% | -28.2% |
| YTD | -47.8% | +34.2% | -81.9% | -53.4% |
| 1Y | -45.2% | +22.2% | -67.4% | -50.3% |
| 3Y | -3.3% | +68.4% | -71.6% | -26.9% |
| All | -52.1% | +94.7% | -146.8% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling