-52.1%
TSLL vs SAN
+453.0%
-505.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.1% | +4.8% | +5.8% |
| 7D | -14.3% | +8.7% | -23.0% | -20.5% |
| 30D | -6.2% | -6.5% | +0.3% | -1.5% |
| 3M | +21.2% | -14.2% | +35.4% | +36.9% |
| 6M | -36.6% | +2.7% | -39.3% | -37.0% |
| YTD | -47.8% | +8.9% | -56.6% | -51.2% |
| 1Y | -45.2% | +23.4% | -68.6% | -54.0% |
| 3Y | -3.3% | +257.9% | -261.2% | -61.6% |
| All | -52.1% | +453.0% | -505.1% | -85.4% |
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