-47.2%
TSLL vs SNAP
-49.0%
+1.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.4% |
| 7D | +33.0% | +2.6% | +30.4% | +31.3% |
| 30D | +7.7% | -19.6% | +27.3% | +19.3% |
| 3M | +34.7% | +0.4% | +34.3% | +33.5% |
| 6M | -31.5% | -5.9% | -25.6% | -31.0% |
| YTD | -42.4% | -35.3% | -7.0% | -32.1% |
| 1Y | -39.7% | -42.6% | +2.9% | -25.0% |
| 3Y | +3.4% | -53.9% | +57.3% | +22.4% |
| All | -47.2% | -49.0% | +1.8% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling