-49.8%
TSLQ vs SAN
+49.3%
-99.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.0% |
| 7D | +5.7% | -2.8% | +8.5% | +2.7% |
| 30D | -21.1% | -0.5% | -20.5% | -21.2% |
| 3M | -11.5% | +22.7% | -34.2% | +11.0% |
| 6M | -14.9% | +28.8% | -43.7% | +15.1% |
| YTD | +2.4% | +26.3% | -23.8% | +43.9% |
| 1Y | -49.8% | +48.8% | -98.6% | -8.7% |
| All | -49.8% | +49.3% | -99.1% | -8.7% |
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