-36.6%
TSLL vs SNPS
-12.2%
-24.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.9% | -17.0% | -17.9% |
| 7D | -28.9% | -10.2% | -18.7% | -22.2% |
| 30D | -21.4% | -12.8% | -8.6% | -12.5% |
| 3M | +5.0% | +9.9% | -4.9% | -2.5% |
| 6M | -36.6% | -12.4% | -24.2% | -27.9% |
| All | -36.6% | -12.2% | -24.3% | -27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling