+5.0%
TSLL vs SNAP
-10.7%
+15.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -14.0% | -7.9% | -14.6% |
| 7D | -28.9% | -10.4% | -18.5% | -23.0% |
| 30D | -21.4% | -11.9% | -9.5% | -15.1% |
| 3M | +5.0% | -4.5% | +9.5% | +10.3% |
| All | +5.0% | -10.7% | +15.7% | +10.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling