-49.1%
TSLL vs SNAP
-48.6%
-0.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.1% |
| 7D | +17.8% | +6.0% | +11.8% | +14.7% |
| 30D | +8.2% | -13.8% | +22.0% | +16.1% |
| 3M | +20.9% | -0.8% | +21.6% | +20.4% |
| 6M | -37.5% | -6.2% | -31.3% | -37.0% |
| YTD | -44.5% | -34.8% | -9.7% | -34.8% |
| 1Y | -33.0% | -38.7% | +5.7% | -19.4% |
| 3Y | -6.4% | -53.5% | +47.1% | +10.4% |
| All | -49.1% | -48.6% | -0.5% | -46.3% |
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