-56.8%
TSLL vs NVTS
+75.0%
-131.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.5% | -0.9% | +6.5% |
| 7D | -21.2% | +1.5% | -22.8% | -21.3% |
| 30D | -13.3% | -23.8% | +10.5% | -7.9% |
| 3M | +15.4% | -30.6% | +46.0% | +24.2% |
| 6M | -34.2% | -48.4% | +14.1% | -25.3% |
| YTD | -52.9% | +20.6% | -73.5% | -57.0% |
| 1Y | -54.3% | -2.5% | -51.8% | -56.6% |
| 3Y | -18.4% | +44.0% | -62.4% | -35.6% |
| All | -56.8% | +75.0% | -131.8% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling