-23.4%
TSLL vs SNPS
-33.5%
+10.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.4% | -6.5% | -9.5% |
| 7D | +1.9% | -11.0% | +12.9% | +7.3% |
| 30D | +17.8% | -1.7% | +19.5% | +18.8% |
| 3M | -37.0% | -20.4% | -16.7% | -30.9% |
| 6M | -37.7% | -8.6% | -29.1% | -34.8% |
| YTD | -51.4% | -16.2% | -35.2% | -48.1% |
| 1Y | -23.4% | -34.6% | +11.2% | -18.3% |
| All | -23.4% | -33.5% | +10.1% | -18.3% |
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