-56.8%
TSLL vs SAP
+161.9%
-218.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.1% | +12.8% | +12.0% |
| 7D | -21.2% | -0.7% | -20.5% | -21.7% |
| 30D | -13.3% | +11.1% | -24.4% | -22.0% |
| 3M | +15.4% | +17.0% | -1.7% | -0.8% |
| 6M | -34.2% | +34.8% | -69.1% | -53.4% |
| YTD | -52.9% | -2.2% | -50.7% | -53.4% |
| 1Y | -54.3% | -6.4% | -47.9% | -52.0% |
| 3Y | -18.4% | +75.1% | -93.5% | -50.7% |
| All | -56.8% | +161.9% | -218.8% | -82.4% |
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