-42.1%
TSLL vs SN
+659.6%
-701.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +6.0% | +6.9% |
| 7D | -21.2% | +7.2% | -28.4% | -24.6% |
| 30D | -13.3% | +20.4% | -33.7% | -23.3% |
| 3M | +15.4% | +23.9% | -8.5% | -0.4% |
| 6M | -34.2% | +93.0% | -127.3% | -58.8% |
| YTD | -52.9% | +99.2% | -152.1% | -71.5% |
| 1Y | -54.3% | +142.6% | -196.9% | -76.0% |
| 3Y | -18.4% | +398.8% | -417.2% | -64.1% |
| All | -42.1% | +659.6% | -701.7% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling