+80.9%
TFC vs SAN
+255.1%
-174.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | +1.7% | +10.8% | -9.0% | -3.9% |
| 30D | +9.0% | -5.7% | +14.7% | +12.0% |
| 3M | -2.1% | -13.4% | +11.3% | +5.0% |
| 6M | +3.4% | +3.5% | -0.2% | -0.1% |
| YTD | +5.3% | +9.7% | -4.5% | -3.2% |
| 1Y | +16.2% | +20.9% | -4.7% | +1.0% |
| 3Y | +94.8% | +254.3% | -159.5% | -13.5% |
| 5Y | -0.7% | +304.2% | -304.9% | -60.6% |
| 10Y | +80.9% | +260.2% | -179.4% | -29.1% |
| All | +80.9% | +255.1% | -174.2% | -29.1% |
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 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