-48.9%
TSLL vs SNAP
-39.3%
-9.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +10.0% |
| 7D | -14.3% | -7.3% | -7.0% | -10.1% |
| 30D | -6.2% | -18.9% | +12.8% | +3.9% |
| 3M | +21.2% | -5.3% | +26.4% | +23.9% |
| 6M | -36.6% | -16.9% | -19.6% | -31.6% |
| YTD | -47.8% | -37.4% | -10.3% | -45.2% |
| All | -48.9% | -39.3% | -9.6% | -43.5% |
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 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