+213.6%
SAN vs TW
+301.3%
-87.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +4.0% | +3.9% | +0.1% | +3.1% |
| 30D | -7.8% | +19.9% | -27.8% | -11.7% |
| 3M | -16.4% | +25.9% | -42.3% | -21.0% |
| 6M | +3.5% | +21.1% | -17.6% | -1.9% |
| YTD | +6.7% | +23.9% | -17.2% | -0.4% |
| 1Y | +14.5% | +21.2% | -6.7% | +7.5% |
| 3Y | +243.5% | +44.8% | +198.7% | +201.7% |
| 5Y | +296.2% | +41.4% | +254.8% | +240.8% |
| All | +213.6% | +301.3% | -87.7% | +98.8% |
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