-97.2%
TSLQ vs SAN
+634.6%
-731.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | +0.7% |
| 7D | -6.6% | +0.2% | -6.8% | -6.5% |
| 30D | -24.3% | +0.9% | -25.2% | -23.5% |
| 3M | -3.6% | +19.1% | -22.7% | +12.6% |
| 6M | -12.0% | +33.2% | -45.2% | +14.7% |
| YTD | +1.4% | +29.1% | -27.7% | +31.5% |
| 1Y | -43.6% | +50.2% | -93.8% | -17.7% |
| 3Y | -95.4% | +351.0% | -446.4% | -86.6% |
| All | -97.2% | +634.6% | -731.8% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling