-53.2%
TE vs SAN
+331.6%
-384.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -4.0% | +1.8% | -5.7% | -4.5% |
| 30D | -15.9% | +2.0% | -17.9% | -16.5% |
| 3M | -60.5% | +19.7% | -80.3% | -62.7% |
| 6M | -35.2% | +30.6% | -65.8% | -40.1% |
| YTD | -31.1% | +28.8% | -60.0% | -36.0% |
| 1Y | +148.6% | +57.8% | +90.9% | +118.0% |
| 3Y | -26.4% | +338.1% | -364.5% | -49.8% |
| 5Y | -48.0% | +384.2% | -432.2% | -66.2% |
| All | -53.2% | +331.6% | -384.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling