-37.0%
TSLL vs SNAP
-5.4%
-31.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.0% | -7.8% | -9.8% |
| 7D | +1.9% | +0.7% | +1.2% | +2.2% |
| 30D | +17.8% | +2.6% | +15.1% | +16.2% |
| 3M | -37.0% | -9.9% | -27.1% | -34.7% |
| All | -37.0% | -5.4% | -31.6% | -34.7% |
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