-46.0%
TSLL vs SN
+156.5%
-202.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.1% | -10.4% | -7.9% |
| 7D | -9.4% | +10.6% | -20.1% | -13.2% |
| 30D | +1.6% | +20.0% | -18.4% | -5.8% |
| 3M | +29.4% | +30.4% | -1.0% | +15.6% |
| 6M | -20.1% | +91.0% | -111.1% | -40.4% |
| YTD | -44.5% | +95.9% | -140.4% | -58.9% |
| 1Y | -46.0% | +158.9% | -204.9% | -65.1% |
| All | -46.0% | +156.5% | -202.5% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling