-66.3%
TE vs SAN
+2.9%
-69.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.8% | -4.7% | -3.8% |
| 7D | -13.6% | +1.0% | -14.6% | -15.4% |
| 30D | -37.7% | -9.4% | -28.3% | -25.9% |
| 3M | -59.8% | -17.1% | -42.7% | -42.9% |
| 6M | -66.3% | +2.2% | -68.5% | -75.1% |
| All | -66.3% | +2.9% | -69.3% | -75.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling