+15.5%
TFC vs SAN
+53.7%
-38.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -2.3% | -0.1% | -2.3% | -2.3% |
| 3M | +2.5% | +19.6% | -17.2% | -2.7% |
| 6M | +9.5% | +32.7% | -23.2% | +0.9% |
| YTD | +5.1% | +26.7% | -21.6% | -2.4% |
| 1Y | +15.5% | +51.6% | -36.2% | +3.7% |
| All | +15.5% | +53.7% | -38.2% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling