-42.2%
SNAP vs TSLQ
-95.9%
+53.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.2% | -2.0% |
| 7D | +1.5% | -8.6% | +10.1% | +0.4% |
| 30D | +1.9% | -24.9% | +26.8% | -1.9% |
| 3M | -3.9% | -1.5% | -2.4% | -1.3% |
| 6M | +5.2% | -18.1% | +23.3% | +6.9% |
| YTD | -32.7% | -0.1% | -32.6% | -29.0% |
| 1Y | -24.8% | -51.4% | +26.6% | -27.5% |
| 3Y | -42.2% | -95.9% | +53.7% | -49.7% |
| All | -42.2% | -95.9% | +53.7% | -49.7% |
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