-97.2%
TSLQ vs SAN
+629.7%
-726.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -8.3% |
| 7D | -8.6% | +3.3% | -11.9% | -6.1% |
| 30D | -24.9% | +1.1% | -26.0% | -24.0% |
| 3M | -1.5% | +22.2% | -23.7% | +17.6% |
| 6M | -18.1% | +36.0% | -54.1% | +8.1% |
| YTD | -0.1% | +28.2% | -28.4% | +28.9% |
| 1Y | -51.4% | +54.1% | -105.5% | -27.9% |
| 3Y | -95.9% | +354.2% | -450.2% | -88.1% |
| All | -97.2% | +629.7% | -726.9% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling