-46.0%
TSLL vs SNAP
-22.3%
-23.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.9% | -12.2% | -8.6% |
| 7D | -9.4% | -0.7% | -8.8% | -9.5% |
| 30D | +1.6% | +5.5% | -4.0% | -1.5% |
| 3M | +29.4% | +2.2% | +27.2% | +26.4% |
| 6M | -20.1% | -4.1% | -16.1% | -20.6% |
| YTD | -44.5% | -26.6% | -17.9% | -49.6% |
| 1Y | -46.0% | -20.7% | -25.3% | -50.9% |
| All | -46.0% | -22.3% | -23.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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