-37.7%
TSLL vs SNOW
+103.5%
-141.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.4% | -6.4% | -10.7% |
| 7D | +1.9% | +2.8% | -0.9% | +1.3% |
| 30D | +17.8% | +6.4% | +11.3% | +16.8% |
| 3M | -37.0% | +38.1% | -75.1% | -38.8% |
| 6M | -37.7% | +100.4% | -138.1% | -44.0% |
| All | -37.7% | +103.5% | -141.2% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling