+269.3%
SAN vs TXG
+7.8%
+261.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +4.0% | -1.8% | +5.8% | +4.2% |
| 30D | -7.8% | -20.4% | +12.6% | -5.9% |
| 3M | -16.4% | +0.1% | -16.4% | -17.3% |
| 6M | +3.5% | +176.2% | -172.6% | -9.6% |
| YTD | +6.7% | +256.8% | -250.1% | -10.0% |
| 1Y | +14.5% | +255.9% | -241.4% | -3.6% |
| 3Y | +243.5% | +60.2% | +183.3% | +199.8% |
| 5Y | +296.2% | -65.1% | +361.3% | +266.7% |
| All | +269.3% | +7.8% | +261.5% | +180.8% |
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