+279.5%
SAN vs TW
+206.7%
+72.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +0.2% | -4.5% | +4.7% | +1.3% |
| 30D | +0.9% | -2.3% | +3.2% | +1.4% |
| 3M | +19.1% | +2.6% | +16.5% | +17.5% |
| 6M | +33.2% | -17.5% | +50.7% | +38.5% |
| YTD | +29.1% | -5.3% | +34.4% | +28.6% |
| 1Y | +50.2% | -14.8% | +65.0% | +54.0% |
| 3Y | +351.0% | +18.8% | +332.2% | +313.4% |
| 5Y | +394.7% | +20.7% | +374.0% | +339.5% |
| All | +279.5% | +206.7% | +72.8% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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