-63.4%
SNXX vs TSLL
+28.7%
-92.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.4% | -11.0% | -10.6% |
| 7D | +31.1% | +33.0% | -1.9% | +3.6% |
| 30D | -66.1% | +7.7% | -73.8% | -65.0% |
| 3M | -63.4% | +34.7% | -98.1% | -62.8% |
| All | -63.4% | +28.7% | -92.1% | -62.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling