-8.9%
TSLL vs SARO
-7.3%
-1.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +4.9% |
| 7D | +0.5% | +11.8% | -11.3% | -9.9% |
| 30D | +2.7% | +44.3% | -41.7% | -30.7% |
| 3M | +26.3% | +1.9% | +24.4% | +23.6% |
| 6M | -37.2% | +7.2% | -44.4% | -43.9% |
| YTD | -44.2% | +0.2% | -44.4% | -47.3% |
| 1Y | -44.0% | +5.4% | -49.4% | -50.6% |
| All | -8.9% | -7.3% | -1.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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