-36.6%
TSLL vs SAP
+42.4%
-79.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.5% | -23.3% | -21.5% |
| 7D | -28.9% | +4.0% | -32.9% | -28.1% |
| 30D | -21.4% | +15.7% | -37.1% | -19.0% |
| 3M | +5.0% | +23.4% | -18.4% | +11.0% |
| 6M | -36.6% | +41.3% | -77.8% | -27.2% |
| All | -36.6% | +42.4% | -79.0% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling