-55.4%
TSLL vs SAP
+141.3%
-196.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.1% |
| 7D | +1.9% | -2.9% | +4.8% | +4.9% |
| 30D | +17.8% | +9.0% | +8.8% | +10.0% |
| 3M | -37.0% | +14.9% | -52.0% | -44.8% |
| 6M | -37.7% | +11.9% | -49.6% | -46.0% |
| YTD | -51.4% | -9.9% | -41.5% | -47.2% |
| 1Y | -23.4% | -19.5% | -3.8% | -3.2% |
| 3Y | -30.8% | +61.8% | -92.6% | -54.4% |
| All | -55.4% | +141.3% | -196.8% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling