-31.8%
TSLL vs SN
+671.3%
-703.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.6% | -5.5% |
| 7D | +17.8% | +1.5% | +16.3% | +16.6% |
| 30D | +8.2% | +21.5% | -13.3% | -4.8% |
| 3M | +20.9% | +20.0% | +0.8% | +6.3% |
| 6M | -37.5% | +119.9% | -157.4% | -64.0% |
| YTD | -44.5% | +102.3% | -146.8% | -66.8% |
| 1Y | -33.0% | +148.0% | -180.9% | -65.4% |
| 3Y | -6.4% | +450.0% | -456.4% | -59.6% |
| All | -31.8% | +671.3% | -703.1% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling