+375.7%
SAN vs TPG
+78.6%
+297.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | +0.1% |
| 7D | -0.5% | -6.5% | +6.0% | +1.8% |
| 30D | -0.1% | +0.1% | -0.1% | -0.4% |
| 3M | +19.6% | +14.5% | +5.1% | +13.6% |
| 6M | +32.7% | +17.3% | +15.4% | +24.4% |
| YTD | +26.7% | -20.5% | +47.2% | +34.8% |
| 1Y | +51.6% | -13.2% | +64.9% | +55.8% |
| 3Y | +348.7% | +87.7% | +261.0% | +222.6% |
| All | +375.7% | +78.6% | +297.1% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling