-49.7%
TSLQ vs SAN
+58.9%
-108.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +11.2% |
| 7D | -5.8% | +1.8% | -7.6% | -3.8% |
| 30D | -22.1% | +2.0% | -24.1% | -20.1% |
| 3M | +10.1% | +19.7% | -9.7% | +36.0% |
| 6M | -6.8% | +30.6% | -37.4% | +27.7% |
| YTD | +8.5% | +28.8% | -20.3% | +54.1% |
| 1Y | -49.7% | +57.8% | -107.5% | -6.0% |
| All | -49.7% | +58.9% | -108.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling