-37.7%
TSLL vs NVTS
+28.8%
-66.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.3% | -18.2% | -13.9% |
| 7D | +1.9% | +2.7% | -0.8% | +0.7% |
| 30D | +17.8% | -4.5% | +22.2% | +18.3% |
| 3M | -37.0% | -61.5% | +24.5% | -19.1% |
| 6M | -37.7% | +28.0% | -65.7% | -41.6% |
| All | -37.7% | +28.8% | -66.5% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling