-20.8%
TSLL vs SNOW
+47.9%
-68.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.4% | +8.0% |
| 7D | +5.8% | +4.9% | +0.9% | +4.4% |
| 30D | +21.7% | +1.5% | +20.2% | +21.4% |
| 3M | -28.2% | +39.5% | -67.8% | -33.5% |
| 6M | -29.5% | +85.9% | -115.4% | -40.6% |
| YTD | -47.5% | +52.9% | -100.5% | -51.2% |
| 1Y | -20.8% | +48.1% | -68.9% | -17.2% |
| All | -20.8% | +47.9% | -68.7% | -17.2% |
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