-56.8%
TSLL vs SNOW
+64.2%
-121.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.3% | +7.3% |
| 7D | -21.2% | -9.9% | -11.4% | -15.8% |
| 30D | -13.3% | -17.1% | +3.8% | -3.1% |
| 3M | +15.4% | -13.2% | +28.6% | +26.4% |
| 6M | -34.2% | +97.4% | -131.7% | -59.0% |
| YTD | -52.9% | +25.8% | -78.7% | -61.9% |
| 1Y | -54.3% | +4.2% | -58.6% | -58.3% |
| 3Y | -18.4% | +91.3% | -109.7% | -53.3% |
| All | -56.8% | +64.2% | -121.0% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling