-46.0%
TSLL vs SAN
+23.5%
-69.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.4% | -12.8% | -11.7% |
| 7D | -9.4% | +4.5% | -14.0% | -13.3% |
| 30D | +1.6% | -12.1% | +13.7% | +13.6% |
| 3M | +29.4% | -15.6% | +45.0% | +50.1% |
| 6M | -20.1% | +5.8% | -25.9% | -20.9% |
| YTD | -44.5% | +5.5% | -50.0% | -47.2% |
| 1Y | -46.0% | +23.6% | -69.6% | -53.2% |
| All | -46.0% | +23.5% | -69.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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