-56.8%
TSLL vs SAN
+421.1%
-477.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.2% | +10.9% | +10.5% |
| 7D | -21.2% | +4.9% | -26.1% | -24.9% |
| 30D | -13.3% | -13.0% | -0.3% | -3.5% |
| 3M | +15.4% | -18.9% | +34.3% | +36.2% |
| 6M | -34.2% | -4.1% | -30.1% | -31.0% |
| YTD | -52.9% | +2.6% | -55.5% | -53.9% |
| 1Y | -54.3% | +16.9% | -71.3% | -60.0% |
| 3Y | -18.4% | +239.1% | -257.4% | -66.2% |
| All | -56.8% | +421.1% | -477.9% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling