-59.5%
SNAP vs TSLQ
-97.8%
+38.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.8% | +12.6% | +5.7% |
| 7D | -9.8% | -7.3% | -2.5% | -10.0% |
| 30D | -18.2% | -13.2% | -5.0% | -19.1% |
| 3M | -3.1% | -37.6% | +34.5% | -8.8% |
| 6M | -7.1% | -9.3% | +2.2% | -3.4% |
| YTD | -33.8% | -19.1% | -14.8% | -30.9% |
| 1Y | -39.0% | -27.2% | -11.8% | -37.1% |
| 3Y | -52.8% | -97.1% | +44.2% | -66.1% |
| All | -59.5% | -97.8% | +38.3% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling