-58.5%
SNAP vs TSLQ
-97.0%
+38.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.0% | -16.0% | -1.8% |
| 7D | +0.7% | -5.8% | +6.5% | +0.2% |
| 30D | +2.6% | -22.1% | +24.7% | -1.1% |
| 3M | -9.9% | +10.1% | -19.9% | -4.9% |
| 6M | +1.9% | -6.8% | +8.6% | +6.3% |
| YTD | -32.2% | +8.5% | -40.8% | -26.6% |
| 1Y | -22.8% | -49.7% | +26.9% | -25.9% |
| 3Y | -47.6% | -95.6% | +48.0% | -58.9% |
| All | -58.5% | -97.0% | +38.6% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling