+267.7%
SAN vs TCOM
+5.9%
+261.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +4.0% | -1.8% | +5.8% | +4.5% |
| 30D | -7.8% | +12.1% | -19.9% | -10.4% |
| 3M | -16.4% | -3.2% | -13.2% | -15.9% |
| 6M | +3.5% | -16.6% | +20.2% | +7.5% |
| YTD | +6.7% | -39.4% | +46.1% | +19.2% |
| 1Y | +14.5% | -41.5% | +56.0% | +29.0% |
| 3Y | +243.5% | +24.4% | +219.1% | +202.4% |
| 5Y | +296.2% | +41.6% | +254.6% | +213.3% |
| All | +267.7% | +5.9% | +261.8% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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