+384.8%
SAN vs TPG
+74.1%
+310.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +1.7% |
| 7D | +0.2% | -9.4% | +9.6% | +3.5% |
| 30D | +0.9% | -5.3% | +6.2% | +2.5% |
| 3M | +19.1% | +12.9% | +6.2% | +13.6% |
| 6M | +33.2% | +20.1% | +13.1% | +23.9% |
| YTD | +29.1% | -22.5% | +51.6% | +38.5% |
| 1Y | +50.2% | -19.7% | +69.9% | +58.5% |
| 3Y | +351.0% | +81.2% | +269.8% | +228.3% |
| All | +384.8% | +74.1% | +310.7% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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