-59.7%
SNAP vs TSLQ
-97.3%
+37.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -5.0% | -8.0% | +3.0% | -6.1% |
| 30D | -0.7% | -23.8% | +23.0% | -4.7% |
| 3M | -5.0% | -7.0% | +2.0% | -3.2% |
| 6M | +3.5% | -17.1% | +20.6% | +5.7% |
| YTD | -34.2% | +0.1% | -34.3% | -29.8% |
| 1Y | -27.1% | -51.2% | +24.1% | -30.3% |
| 3Y | -43.5% | -95.9% | +52.5% | -56.1% |
| All | -59.7% | -97.3% | +37.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling