-47.2%
TSLL vs SNPS
+25.3%
-72.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | +33.0% | +5.1% | +27.9% | +28.0% |
| 30D | +7.7% | -6.4% | +14.1% | +15.3% |
| 3M | +34.7% | +12.2% | +22.5% | +21.8% |
| 6M | -31.5% | -9.8% | -21.7% | -25.4% |
| YTD | -42.4% | -1.5% | -40.9% | -42.7% |
| 1Y | -39.7% | +16.0% | -55.7% | -47.9% |
| 3Y | +3.4% | -10.8% | +14.2% | -10.2% |
| All | -47.2% | +25.3% | -72.5% | -67.0% |
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