+57.8%
SAN vs TXG
+372.5%
-314.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +1.8% | +1.8% | 0.0% | +1.6% |
| 30D | +2.0% | +32.0% | -30.0% | -1.2% |
| 3M | +19.7% | +87.0% | -67.3% | +11.1% |
| 6M | +30.6% | +180.1% | -149.4% | +15.5% |
| YTD | +28.8% | +284.1% | -255.3% | +12.7% |
| 1Y | +57.8% | +361.7% | -303.9% | +35.3% |
| All | +57.8% | +372.5% | -314.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling