-52.1%
TSLL vs SNAP
-50.7%
-1.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +10.1% |
| 7D | -14.3% | -7.3% | -7.0% | -10.6% |
| 30D | -6.2% | -18.9% | +12.8% | +3.5% |
| 3M | +21.2% | -5.3% | +26.4% | +23.4% |
| 6M | -36.6% | -16.9% | -19.6% | -32.4% |
| YTD | -47.8% | -37.4% | -10.3% | -37.5% |
| 1Y | -45.2% | -38.5% | -6.7% | -34.0% |
| 3Y | -3.3% | -55.1% | +51.8% | +16.0% |
| All | -52.1% | -50.7% | -1.5% | -48.5% |
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