-48.9%
TSLL vs SNOW
+79.2%
-128.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +3.9% | +4.7% |
| 7D | +0.5% | +3.7% | -3.2% | -0.4% |
| 30D | +2.7% | -16.4% | +19.1% | +14.5% |
| 3M | +26.3% | -9.9% | +36.1% | +35.4% |
| 6M | -37.2% | +98.8% | -136.0% | -60.6% |
| YTD | -44.2% | +37.3% | -81.6% | -57.0% |
| 1Y | -44.0% | +11.0% | -55.0% | -50.5% |
| 3Y | 0.0% | +87.8% | -87.8% | -41.6% |
| All | -48.9% | +79.2% | -128.1% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling