-24.9%
TSLL vs SAN
+243.2%
-268.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.4% |
| 7D | -28.9% | +3.5% | -32.4% | -31.5% |
| 30D | -21.4% | -13.2% | -8.2% | -11.0% |
| 3M | +5.0% | -16.9% | +21.9% | +23.9% |
| 6M | -36.6% | +2.3% | -38.9% | -36.9% |
| YTD | -56.6% | +4.9% | -61.6% | -58.7% |
| 1Y | -60.9% | +20.4% | -81.3% | -67.5% |
| All | -24.9% | +243.2% | -268.1% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling