+337.0%
SAN vs TXG
+22.9%
+314.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | -2.8% | +5.0% | -7.8% | -3.3% |
| 30D | -0.5% | +13.5% | -14.1% | -2.1% |
| 3M | +22.7% | +128.0% | -105.3% | +10.9% |
| 6M | +28.8% | +224.4% | -195.7% | +11.4% |
| YTD | +26.3% | +307.0% | -280.7% | +6.1% |
| 1Y | +48.8% | +427.2% | -378.4% | +20.4% |
| 3Y | +347.2% | +40.2% | +307.1% | +299.2% |
| 5Y | +383.8% | -64.0% | +447.8% | +347.2% |
| All | +337.0% | +22.9% | +314.1% | +230.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling