-46.0%
TSLL vs SNPS
+6.4%
-52.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | -9.4% | -3.9% | -5.5% | -6.8% |
| 30D | +1.6% | -5.2% | +6.8% | +5.6% |
| 3M | +29.4% | +14.6% | +14.8% | +15.3% |
| 6M | -20.1% | -6.9% | -13.2% | -16.4% |
| YTD | -44.5% | -1.4% | -43.1% | -47.4% |
| 1Y | -46.0% | +11.2% | -57.2% | -58.3% |
| All | -46.0% | +6.4% | -52.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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