-46.0%
TSLL vs SNOW
+7.5%
-53.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.9% |
| 7D | -9.4% | -14.5% | +5.1% | -5.1% |
| 30D | +1.6% | -14.3% | +15.8% | +6.3% |
| 3M | +29.4% | -8.3% | +37.7% | +33.6% |
| 6M | -20.1% | +101.5% | -121.7% | -34.6% |
| YTD | -44.5% | +32.5% | -77.0% | -46.4% |
| 1Y | -46.0% | +9.5% | -55.5% | -42.0% |
| All | -46.0% | +7.5% | -53.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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