-60.3%
TSLL vs SAN
+433.0%
-493.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.5% |
| 7D | -28.9% | +3.5% | -32.4% | -31.3% |
| 30D | -21.4% | -13.2% | -8.2% | -12.2% |
| 3M | +5.0% | -16.9% | +21.9% | +21.8% |
| 6M | -36.6% | +2.3% | -38.9% | -36.8% |
| YTD | -56.6% | +4.9% | -61.6% | -58.3% |
| 1Y | -60.9% | +20.4% | -81.3% | -66.5% |
| 3Y | -25.2% | +243.2% | -268.4% | -69.3% |
| All | -60.3% | +433.0% | -493.3% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling