-52.0%
TSLL vs SNY
+4.7%
-56.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +5.1% | -3.6% | +8.8% | +5.6% |
| 30D | +20.0% | -1.4% | +21.4% | +20.2% |
| 3M | -23.8% | -4.2% | -19.5% | -23.3% |
| 6M | -30.3% | +2.0% | -32.3% | -30.6% |
| YTD | -47.7% | -6.7% | -41.0% | -47.2% |
| 1Y | -21.2% | -4.7% | -16.5% | -21.2% |
| 3Y | -26.9% | -8.1% | -18.7% | -27.3% |
| All | -52.0% | +4.7% | -56.7% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling