-20.6%
TSLL vs SARO
-20.0%
-0.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.5% | -12.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.6% |
| 30D | +17.8% | -20.0% | +37.8% | +49.6% |
| 3M | -37.0% | -2.9% | -34.1% | -37.1% |
| 6M | -37.7% | -17.7% | -20.0% | -24.9% |
| YTD | -51.4% | -13.5% | -37.9% | -46.2% |
| 1Y | -23.4% | -9.7% | -13.6% | -21.1% |
| All | -20.6% | -20.0% | -0.6% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling