-55.4%
TSLL vs SNY
+8.1%
-63.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.6% | -11.8% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | +17.8% | +3.4% | +14.3% | +17.3% |
| 3M | -37.0% | -0.3% | -36.7% | -37.0% |
| 6M | -37.7% | +1.0% | -38.7% | -37.8% |
| YTD | -51.4% | -3.6% | -47.7% | -51.1% |
| 1Y | -23.4% | +3.0% | -26.4% | -24.3% |
| 3Y | -30.8% | -4.3% | -26.5% | -31.6% |
| All | -55.4% | +8.1% | -63.5% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling