-51.7%
TSLL vs SNPS
+24.6%
-76.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +2.2% |
| 7D | -11.0% | -0.6% | -10.4% | -9.5% |
| 30D | -5.3% | -9.8% | +4.5% | +4.5% |
| 3M | +20.8% | +11.7% | +9.1% | +9.6% |
| 6M | -36.0% | -10.9% | -25.1% | -29.6% |
| YTD | -47.3% | -2.1% | -45.2% | -47.3% |
| 1Y | -48.4% | +14.8% | -63.2% | -55.0% |
| 3Y | -5.4% | -11.3% | +5.9% | -17.5% |
| All | -51.7% | +24.6% | -76.3% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling