-52.1%
TSLL vs SNOW
+73.2%
-125.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.5% | +5.4% | +7.7% |
| 7D | -14.3% | +0.2% | -14.5% | -13.4% |
| 30D | -6.2% | -21.1% | +14.9% | +8.1% |
| 3M | +21.2% | -11.9% | +33.1% | +31.6% |
| 6M | -36.6% | +91.0% | -127.6% | -59.3% |
| YTD | -47.8% | +32.7% | -80.5% | -59.0% |
| 1Y | -45.2% | +10.8% | -56.0% | -51.7% |
| 3Y | -3.3% | +86.2% | -89.5% | -43.3% |
| All | -52.1% | +73.2% | -125.4% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling