-33.0%
TSLL vs SNY
-1.8%
-31.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +17.8% | +2.8% | +15.0% | +18.2% |
| 30D | +8.2% | +21.6% | -13.4% | +12.3% |
| 3M | +20.9% | +10.5% | +10.4% | +24.5% |
| 6M | -37.5% | +14.0% | -51.5% | -35.2% |
| YTD | -44.5% | +5.4% | -49.9% | -42.6% |
| 1Y | -33.0% | -2.5% | -30.5% | -28.9% |
| All | -33.0% | -1.8% | -31.2% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling