-9.3%
TSLL vs SARO
-10.5%
+1.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.3% |
| 7D | +17.8% | +0.4% | +17.5% | +17.3% |
| 30D | +8.2% | +40.3% | -32.1% | -25.1% |
| 3M | +20.9% | +2.2% | +18.6% | +17.2% |
| 6M | -37.5% | +3.7% | -41.2% | -42.4% |
| YTD | -44.5% | -3.3% | -41.2% | -45.8% |
| 1Y | -33.0% | +8.4% | -41.4% | -44.6% |
| All | -9.3% | -10.5% | +1.2% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling