+151.8%
TER vs SAN
+235.5%
-83.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.8% |
| 7D | -20.5% | +4.9% | -25.4% | -23.0% |
| 30D | -47.0% | -13.0% | -34.0% | -42.9% |
| 3M | -43.3% | -18.9% | -24.4% | -36.6% |
| 6M | -42.9% | -4.1% | -38.8% | -41.8% |
| YTD | +12.9% | +2.6% | +10.3% | +10.0% |
| 1Y | +18.2% | +16.9% | +1.2% | +8.4% |
| 3Y | +151.8% | +239.1% | -87.3% | +47.2% |
| All | +151.8% | +235.5% | -83.7% | +47.2% |
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