-56.8%
TSLL vs SNAP
-51.6%
-5.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.2% | +9.8% |
| 7D | -21.2% | -7.1% | -14.1% | -17.9% |
| 30D | -13.3% | -14.6% | +1.3% | -6.7% |
| 3M | +15.4% | -5.0% | +20.4% | +17.3% |
| 6M | -34.2% | -18.8% | -15.4% | -29.2% |
| YTD | -52.9% | -38.5% | -14.4% | -43.2% |
| 1Y | -54.3% | -38.1% | -16.3% | -45.3% |
| 3Y | -18.4% | -53.8% | +35.4% | -3.3% |
| All | -56.8% | -51.6% | -5.3% | -53.2% |
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