-23.3%
TSLL vs SNDQ
-95.6%
+72.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -23.8% | +12.0% | -15.1% |
| 7D | +1.9% | -30.8% | +32.7% | -2.9% |
| 30D | +17.8% | -51.7% | +69.5% | +8.1% |
| 3M | -37.0% | -78.0% | +41.0% | -39.9% |
| All | -23.3% | -95.6% | +72.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling