+2,700.2%
TFC vs SAN
+2,116.5%
+583.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.4% | +1.8% | +0.6% | +1.7% |
| 30D | -1.3% | +2.0% | -3.3% | -2.1% |
| 3M | +6.1% | +19.7% | -13.7% | -2.0% |
| 6M | +7.3% | +30.6% | -23.3% | -4.9% |
| YTD | +8.2% | +28.8% | -20.7% | -4.2% |
| 1Y | +14.4% | +57.8% | -43.3% | -7.3% |
| 3Y | +93.7% | +338.1% | -244.4% | -0.2% |
| 5Y | +16.4% | +384.2% | -367.8% | -43.6% |
| 10Y | +101.6% | +353.1% | -251.6% | -2.8% |
| All | +2,700.2% | +2,116.5% | +583.7% | +912.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling