-52.1%
TSLL vs SNPS
+26.5%
-78.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.7% | +7.2% | +7.8% |
| 7D | -14.3% | +0.2% | -14.5% | -13.4% |
| 30D | -6.2% | -8.4% | +2.3% | +2.3% |
| 3M | +21.2% | +12.3% | +8.9% | +9.5% |
| 6M | -36.6% | -9.6% | -27.0% | -31.1% |
| YTD | -47.8% | -0.6% | -47.2% | -48.5% |
| 1Y | -45.2% | +18.7% | -63.9% | -53.5% |
| 3Y | -3.3% | -7.6% | +4.3% | -19.2% |
| All | -52.1% | +26.5% | -78.6% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling