-46.0%
TSLL vs SAP
-5.6%
-40.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.2% | -10.5% | -7.1% |
| 7D | -9.4% | +1.3% | -10.7% | -9.7% |
| 30D | +1.6% | +15.5% | -14.0% | -1.5% |
| 3M | +29.4% | +22.8% | +6.6% | +24.8% |
| 6M | -20.1% | +42.5% | -62.6% | -25.8% |
| YTD | -44.5% | +0.5% | -45.0% | -34.1% |
| 1Y | -46.0% | -5.9% | -40.1% | -27.2% |
| All | -46.0% | -5.6% | -40.4% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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