-79.9%
TE vs SAN
+255.0%
-335.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.8% | -4.7% | -6.5% |
| 7D | -13.6% | +1.0% | -14.6% | -14.0% |
| 30D | -37.7% | -9.4% | -28.3% | -35.6% |
| 3M | -59.8% | -17.1% | -42.7% | -57.0% |
| 6M | -66.3% | +2.2% | -68.5% | -66.1% |
| YTD | -70.5% | +6.0% | -76.5% | -70.6% |
| 1Y | -48.8% | +12.7% | -61.5% | -49.8% |
| 3Y | +31.3% | +242.1% | -210.8% | -2.6% |
| 5Y | -82.0% | +293.6% | -375.6% | -87.5% |
| All | -79.9% | +255.0% | -335.0% | -86.1% |
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