+600.6%
TLN vs SAN
+383.8%
+216.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +2.9% |
| 7D | +10.9% | +3.3% | +7.6% | +9.5% |
| 30D | -6.3% | +1.1% | -7.4% | -6.7% |
| 3M | -10.7% | +22.2% | -32.9% | -16.9% |
| 6M | +1.6% | +36.0% | -34.4% | -8.6% |
| YTD | -13.1% | +28.2% | -41.3% | -20.7% |
| 1Y | -15.1% | +54.1% | -69.2% | -26.7% |
| 3Y | +495.0% | +354.2% | +140.8% | +311.1% |
| All | +600.6% | +383.8% | +216.8% | +371.8% |
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