-5.4%
TSLL vs NVTS
+47.0%
-52.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -11.0% | +9.6% | -20.6% | -12.2% |
| 30D | -5.3% | -13.0% | +7.7% | -2.6% |
| 3M | +20.8% | -28.8% | +49.6% | +28.4% |
| 6M | -36.0% | -48.5% | +12.5% | -28.3% |
| YTD | -47.3% | +31.4% | -78.7% | -51.3% |
| 1Y | -48.4% | -2.3% | -46.1% | -50.1% |
| 3Y | -5.4% | +49.8% | -55.3% | +4.1% |
| All | -5.4% | +47.0% | -52.5% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling