+2,628.6%
TFC vs SAN
+1,772.7%
+855.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | -0.6% |
| 7D | +0.3% | +8.7% | -8.4% | -3.2% |
| 30D | +9.2% | -6.5% | +15.6% | +11.9% |
| 3M | -2.9% | -14.2% | +11.3% | +2.9% |
| 6M | +3.5% | +2.7% | +0.8% | +1.3% |
| YTD | +5.4% | +8.9% | -3.4% | -0.4% |
| 1Y | +17.3% | +23.4% | -6.1% | +5.1% |
| 3Y | +96.7% | +257.9% | -161.3% | +9.6% |
| 5Y | -1.1% | +297.8% | -298.9% | -48.1% |
| 10Y | +84.7% | +259.6% | -174.9% | -2.4% |
| All | +2,628.6% | +1,772.7% | +855.9% | +952.6% |
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