+24.3%
SNXX vs TSLL
-37.9%
+62.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.4% | -11.0% | -10.4% |
| 7D | +31.1% | +33.0% | -1.9% | +4.4% |
| 30D | -66.1% | +7.7% | -73.8% | -65.0% |
| 3M | -63.4% | +34.7% | -98.1% | -70.2% |
| 6M | -80.6% | -31.5% | -49.1% | -73.4% |
| All | +24.3% | -37.9% | +62.3% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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