+278.8%
SAN vs TW
+221.1%
+57.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +1.8% | -2.3% | +4.1% | +2.3% |
| 30D | +2.0% | +3.9% | -1.9% | +1.0% |
| 3M | +19.7% | +5.7% | +14.0% | +17.2% |
| 6M | +30.6% | -14.5% | +45.2% | +34.8% |
| YTD | +28.8% | -0.9% | +29.7% | +27.0% |
| 1Y | +57.8% | -13.5% | +71.3% | +61.4% |
| 3Y | +338.1% | +25.0% | +313.1% | +296.8% |
| 5Y | +384.2% | +22.7% | +361.5% | +329.1% |
| All | +278.8% | +221.1% | +57.7% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling