+346.0%
SAN vs TXG
+16.0%
+330.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +19.7% | +87.0% | -67.3% | +10.6% |
| 6M | +30.6% | +180.1% | -149.4% | +14.8% |
| YTD | +28.8% | +284.1% | -255.3% | +9.0% |
| 1Y | +57.8% | +361.7% | -303.9% | +29.5% |
| 3Y | +338.1% | +15.9% | +322.2% | +299.5% |
| 5Y | +384.2% | -66.2% | +450.4% | +350.8% |
| All | +346.0% | +16.0% | +330.0% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling