-33.0%
TSLL vs NVTS
+6.9%
-39.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.4% | +2.7% | -1.6% |
| 7D | +17.8% | +3.9% | +13.9% | +16.3% |
| 30D | +8.2% | -4.3% | +12.6% | +9.9% |
| 3M | +20.9% | -34.5% | +55.3% | +36.2% |
| 6M | -37.5% | -57.7% | +20.2% | -21.6% |
| YTD | -44.5% | +25.4% | -69.9% | -45.5% |
| 1Y | -33.0% | +13.1% | -46.1% | -32.9% |
| All | -33.0% | +6.9% | -39.8% | -32.9% |
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