As @jojek says, this looks precisely correct. It's like Gibbs phenomenon, but for a sawtooth.
The wikipedia page for the sawtooth has this way to write a sawtooth:
$$ x(t) = \frac{A}{2} - \frac{A}{\pi} \sum_{k=1}^{\infty} \frac{\sin(2\pi k f t)}{k} $$
which yields the image below, showing gradual convergence over summing the first 10 terms.
If I just use 64 terms, then this is what I get:
Scilab
code is below.
// 25750
// https://en.wikipedia.org/wiki/Sawtooth_wave
clf
f = 0.01;
N = 200;
t = [0:N-1];
A = 1;
graphs = ["","r","g","k",":","r:","g:","k:",".","r.","g.","k.",]
idx = 1;
for h=1:10,
x = A/2*ones(1,N);
for k=1:h,
x = x - A/%pi * sin(2*%pi*k*f*t)/k;
end
plot(t,x,graphs(idx))
idx = idx + 1;
end