+66.7%
TEL vs SAN
+343.8%
-277.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | -4.1% | -0.1% | -4.0% | -4.1% |
| 3M | -2.6% | +19.6% | -22.2% | -9.4% |
| 6M | 0.0% | +32.7% | -32.7% | -10.7% |
| YTD | -9.1% | +26.7% | -35.7% | -17.7% |
| 1Y | -0.8% | +51.6% | -52.5% | -15.7% |
| All | +66.7% | +343.8% | -277.1% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling