-52.7%
SNAP vs TSLQ
-97.0%
+44.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.8% | +12.6% | +5.9% |
| 7D | -9.8% | -7.3% | -2.5% | -9.9% |
| 30D | -18.2% | -13.2% | -5.0% | -19.0% |
| 3M | -3.1% | -37.6% | +34.5% | -7.9% |
| 6M | -7.1% | -9.3% | +2.2% | -3.9% |
| YTD | -33.8% | -19.1% | -14.8% | -31.4% |
| 1Y | -39.0% | -27.2% | -11.8% | -37.4% |
| All | -52.7% | -97.0% | +44.3% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling