-53.1%
TE vs SAN
+332.5%
-385.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.2% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -5.9% | +0.9% | -6.9% | -6.2% |
| 3M | -45.6% | +19.1% | -64.7% | -48.6% |
| 6M | -43.4% | +33.2% | -76.6% | -48.0% |
| YTD | -31.0% | +29.1% | -60.1% | -35.9% |
| 1Y | +145.2% | +50.2% | +95.0% | +118.0% |
| 3Y | -24.1% | +351.0% | -375.1% | -48.6% |
| 5Y | -48.1% | +394.7% | -442.8% | -66.4% |
| All | -53.1% | +332.5% | -385.6% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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