-80.8%
TE vs SAN
+300.6%
-381.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.3% |
| 7D | -22.0% | +3.4% | -25.4% | -23.8% |
| 30D | -33.6% | -6.3% | -27.4% | -31.4% |
| 3M | -61.1% | -14.1% | -47.0% | -57.5% |
| 6M | -64.7% | +4.2% | -68.9% | -64.9% |
| YTD | -68.1% | +9.0% | -77.2% | -69.2% |
| 1Y | -51.7% | +18.8% | -70.5% | -55.3% |
| 3Y | +42.0% | +252.0% | -210.0% | -23.8% |
| 5Y | -80.8% | +299.5% | -380.3% | -90.4% |
| All | -80.8% | +300.6% | -381.4% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling