-95.4%
TSLQ vs NVMI
+207.9%
-303.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | +0.2% |
| 7D | -6.6% | -0.1% | -6.5% | -6.5% |
| 30D | -24.3% | -8.4% | -15.9% | -29.1% |
| 3M | -3.6% | -33.6% | +29.9% | -25.9% |
| 6M | -12.0% | -14.7% | +2.7% | -11.1% |
| YTD | +1.4% | +13.2% | -11.8% | +33.6% |
| 1Y | -43.6% | +29.0% | -72.6% | -10.5% |
| 3Y | -95.4% | +215.0% | -310.4% | -81.3% |
| All | -95.4% | +207.9% | -303.3% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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