+731.6%
TLN vs SAN
+299.8%
+431.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +3.1% |
| 7D | +22.3% | +1.0% | +21.3% | +21.7% |
| 30D | +1.2% | -9.4% | +10.6% | +4.6% |
| 3M | +5.9% | -17.1% | +23.1% | +13.2% |
| 6M | +3.2% | +2.2% | +1.1% | +2.4% |
| YTD | +3.2% | +6.0% | -2.8% | +0.7% |
| 1Y | +5.2% | +12.7% | -7.5% | +0.7% |
| 3Y | +606.3% | +242.1% | +364.1% | +426.8% |
| All | +731.6% | +299.8% | +431.7% | +498.9% |
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