+98.6%
TFC vs SAN
+338.5%
-239.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.9% |
| 7D | +2.2% | +3.3% | -1.1% | +0.5% |
| 30D | -2.5% | +1.1% | -3.6% | -3.1% |
| 3M | +4.5% | +22.2% | -17.7% | -6.8% |
| 6M | +11.0% | +36.0% | -25.0% | -7.5% |
| YTD | +5.9% | +28.2% | -22.4% | -9.8% |
| 1Y | +14.6% | +54.1% | -39.6% | -12.5% |
| 3Y | +96.7% | +354.2% | -257.5% | -23.2% |
| 5Y | +15.6% | +387.3% | -371.7% | -58.3% |
| 10Y | +98.6% | +334.8% | -236.2% | -30.5% |
| All | +98.6% | +338.5% | -239.9% | -30.5% |
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