-49.1%
TSLL vs SAP
+163.5%
-212.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | +17.8% | +0.6% | +17.2% | +17.3% |
| 30D | +8.2% | +6.5% | +1.7% | +1.1% |
| 3M | +20.9% | +12.2% | +8.6% | +7.7% |
| 6M | -37.5% | +46.1% | -83.6% | -59.2% |
| YTD | -44.5% | -1.6% | -42.9% | -45.3% |
| 1Y | -33.0% | -5.1% | -27.8% | -30.7% |
| 3Y | -6.4% | +68.4% | -74.7% | -40.9% |
| All | -49.1% | +163.5% | -212.7% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling