+75.7%
TFC vs SAN
+270.1%
-194.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.9% |
| 7D | +2.3% | +4.0% | -1.7% | 0.0% |
| 30D | +10.8% | -7.8% | +18.6% | +15.2% |
| 3M | -3.8% | -16.4% | +12.6% | +5.2% |
| 6M | +9.6% | +3.5% | +6.0% | +5.8% |
| YTD | +5.8% | +6.7% | -0.9% | -1.3% |
| 1Y | +16.2% | +14.5% | +1.7% | +4.0% |
| 3Y | +96.0% | +243.5% | -147.5% | -11.8% |
| 5Y | +1.7% | +296.2% | -294.5% | -59.4% |
| All | +75.7% | +270.1% | -194.5% | -32.0% |
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