+1,057.8%
TER vs SAN
+267.7%
+790.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.6% |
| 7D | +24.0% | +1.0% | +23.0% | +23.5% |
| 30D | -30.6% | -9.4% | -21.3% | -27.4% |
| 3M | -34.5% | -17.1% | -17.4% | -28.6% |
| 6M | -26.4% | +2.2% | -28.5% | -27.2% |
| YTD | +36.4% | +6.0% | +30.4% | +32.3% |
| 1Y | +47.4% | +12.7% | +34.7% | +39.1% |
| 3Y | +202.6% | +242.1% | -39.6% | +69.7% |
| 5Y | +83.9% | +293.6% | -209.7% | -6.6% |
| All | +1,057.8% | +267.7% | +790.1% | +475.0% |
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 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