-60.3%
TSLL vs SAP
+173.2%
-233.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.5% | -23.3% | -23.1% |
| 7D | -28.9% | +4.0% | -32.9% | -31.7% |
| 30D | -21.4% | +15.7% | -37.1% | -31.4% |
| 3M | +5.0% | +23.4% | -18.4% | -13.3% |
| 6M | -36.6% | +41.3% | -77.8% | -56.6% |
| YTD | -56.6% | +2.0% | -58.6% | -58.4% |
| 1Y | -60.9% | -5.1% | -55.8% | -58.6% |
| 3Y | -25.2% | +82.1% | -107.4% | -56.0% |
| All | -60.3% | +173.2% | -233.5% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling