-48.9%
TSLL vs SNOW
+8.4%
-57.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.5% | +5.4% | +9.0% |
| 7D | -14.3% | +0.2% | -14.5% | -13.8% |
| 30D | -6.2% | -21.1% | +14.9% | +1.1% |
| 3M | +21.2% | -11.9% | +33.1% | +26.8% |
| 6M | -36.6% | +91.0% | -127.6% | -46.2% |
| YTD | -47.8% | +32.7% | -80.5% | -49.6% |
| All | -48.9% | +8.4% | -57.3% | -45.5% |
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