+5.9%
TLN vs SAN
+12.6%
-6.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -3.0% |
| 7D | +11.0% | +4.0% | +7.0% | +9.1% |
| 30D | +4.9% | -7.8% | +12.7% | +9.2% |
| 3M | +4.9% | -16.4% | +21.3% | +14.9% |
| 6M | +7.1% | +3.5% | +3.6% | +5.2% |
| YTD | +0.3% | +6.7% | -6.4% | -4.0% |
| 1Y | +5.9% | +14.5% | -8.6% | -1.0% |
| All | +5.9% | +12.6% | -6.7% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling