-3.0%
TFC vs SAN
+267.8%
-270.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.1% |
| 7D | +1.2% | +4.9% | -3.7% | -0.9% |
| 30D | +8.3% | -13.0% | +21.3% | +14.8% |
| 3M | -5.2% | -18.9% | +13.7% | +3.5% |
| 6M | -0.8% | -4.1% | +3.4% | -0.1% |
| YTD | +3.4% | +2.6% | +0.9% | -0.3% |
| 1Y | +17.0% | +16.9% | +0.1% | +5.8% |
| 3Y | +86.2% | +239.1% | -152.9% | -5.8% |
| All | -3.0% | +267.8% | -270.8% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling