-35.3%
TSLL vs SNOW
+115.7%
-151.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.4% | -6.4% | -8.9% |
| 7D | +1.9% | +2.8% | -0.9% | +0.6% |
| 30D | +17.8% | +6.4% | +11.3% | +14.5% |
| 3M | -37.0% | +38.1% | -75.1% | -46.6% |
| 6M | -37.7% | +100.4% | -138.1% | -61.2% |
| YTD | -51.4% | +53.7% | -105.1% | -64.0% |
| 1Y | -23.4% | +52.0% | -75.3% | -42.9% |
| All | -35.3% | +115.7% | -151.0% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling