-60.9%
TSLL vs SN
+157.3%
-218.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.0% | -20.9% | -21.5% |
| 7D | -28.9% | +3.8% | -32.7% | -29.9% |
| 30D | -21.4% | +17.5% | -39.0% | -26.4% |
| 3M | +5.0% | +19.2% | -14.3% | -2.1% |
| 6M | -36.6% | +84.9% | -121.5% | -51.5% |
| YTD | -56.6% | +94.0% | -150.7% | -67.6% |
| 1Y | -60.9% | +151.3% | -212.2% | -73.7% |
| All | -60.9% | +157.3% | -218.2% | -73.7% |
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