-55.4%
TSLL vs SNAP
-46.6%
-8.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.0% | -7.8% | -10.0% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | +17.8% | +2.6% | +15.1% | +16.1% |
| 3M | -37.0% | -9.9% | -27.1% | -34.6% |
| 6M | -37.7% | +1.9% | -39.5% | -39.4% |
| YTD | -51.4% | -32.2% | -19.2% | -43.6% |
| 1Y | -23.4% | -22.8% | -0.5% | -17.7% |
| 3Y | -30.8% | -47.6% | +16.8% | -22.6% |
| All | -55.4% | -46.6% | -8.9% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling