+680.9%
TLN vs SAN
+310.7%
+370.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.1% | +1.1% | +5.1% |
| 7D | +9.1% | +8.7% | +0.3% | +5.6% |
| 30D | -4.1% | -6.5% | +2.4% | -1.9% |
| 3M | +4.4% | -14.2% | +18.6% | +10.3% |
| 6M | -6.0% | +2.7% | -8.7% | -7.0% |
| YTD | -3.1% | +8.9% | -12.0% | -6.3% |
| 1Y | -6.1% | +23.4% | -29.4% | -12.6% |
| 3Y | +575.3% | +257.9% | +317.4% | +398.6% |
| All | +680.9% | +310.7% | +370.2% | +457.5% |
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