-58.0%
TSLL vs SNPS
+7.1%
-65.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.9% | -17.0% | -18.1% |
| 7D | -28.9% | -10.2% | -18.7% | -22.3% |
| 30D | -21.4% | -12.8% | -8.6% | -12.2% |
| 3M | +5.0% | +9.9% | -4.9% | -2.6% |
| 6M | -36.6% | -12.4% | -24.2% | -29.8% |
| YTD | -56.6% | -6.3% | -50.4% | -57.2% |
| All | -58.0% | +7.1% | -65.1% | -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 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