+676.7%
TLN vs SAN
+314.0%
+362.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +1.1% | +10.8% | -9.7% | -2.8% |
| 30D | -4.6% | -5.7% | +1.1% | -2.7% |
| 3M | +5.2% | -13.4% | +18.7% | +10.8% |
| 6M | -6.5% | +3.5% | -10.1% | -7.7% |
| YTD | -3.6% | +9.7% | -13.4% | -7.1% |
| 1Y | -8.2% | +20.9% | -29.1% | -14.1% |
| 3Y | +559.7% | +254.3% | +305.4% | +386.4% |
| All | +676.7% | +314.0% | +362.7% | +452.9% |
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