+378.7%
SAN vs TCOM
+25.9%
+352.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | -0.5% | -10.2% | +9.7% | +1.4% |
| 30D | -0.1% | -16.8% | +16.8% | +3.2% |
| 3M | +19.6% | -16.7% | +36.3% | +23.1% |
| 6M | +32.7% | -27.1% | +59.8% | +40.0% |
| YTD | +26.7% | -45.5% | +72.2% | +40.2% |
| 1Y | +51.6% | -45.9% | +97.5% | +67.8% |
| 3Y | +348.7% | +9.8% | +339.0% | +321.0% |
| 5Y | +378.7% | +23.8% | +354.9% | +337.7% |
| All | +378.7% | +25.9% | +352.8% | +337.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling