-97.2%
TSLQ vs NVMI
+318.5%
-415.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | -0.5% |
| 7D | -8.0% | +6.9% | -14.9% | -3.3% |
| 30D | -23.8% | -2.8% | -20.9% | -25.2% |
| 3M | -7.0% | -27.3% | +20.3% | -22.0% |
| 6M | -17.1% | -13.7% | -3.4% | -15.6% |
| YTD | +0.1% | +13.8% | -13.8% | +30.7% |
| 1Y | -51.2% | +34.9% | -86.0% | -21.2% |
| 3Y | -95.9% | +213.5% | -309.4% | -82.7% |
| All | -97.2% | +318.5% | -415.7% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling