-48.4%
TSLL vs NVTS
+11.7%
-60.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.6% |
| 7D | -11.0% | +9.6% | -20.6% | -13.1% |
| 30D | -5.3% | -13.0% | +7.7% | -1.2% |
| 3M | +20.8% | -28.8% | +49.6% | +32.9% |
| 6M | -36.0% | -48.5% | +12.5% | -23.3% |
| YTD | -47.3% | +31.4% | -78.7% | -52.6% |
| 1Y | -48.4% | -2.3% | -46.1% | -45.5% |
| All | -48.4% | +11.7% | -60.1% | -45.5% |
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