-53.1%
TSLL vs SNY
+4.4%
-57.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -7.3% | -3.6% | -3.7% | -6.9% |
| 30D | +15.8% | -1.9% | +17.7% | +16.1% |
| 3M | -19.5% | -2.0% | -17.5% | -19.3% |
| 6M | -32.1% | +2.5% | -34.6% | -32.5% |
| YTD | -48.9% | -7.0% | -41.9% | -48.4% |
| 1Y | -23.4% | -4.4% | -19.0% | -23.4% |
| 3Y | -28.6% | -8.4% | -20.2% | -29.0% |
| All | -53.1% | +4.4% | -57.5% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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