+708.6%
TLN vs SAN
+302.5%
+406.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -3.0% |
| 7D | +11.0% | +4.0% | +7.0% | +9.5% |
| 30D | +4.9% | -7.8% | +12.7% | +7.8% |
| 3M | +4.9% | -16.4% | +21.3% | +11.7% |
| 6M | +7.1% | +3.5% | +3.6% | +5.7% |
| YTD | +0.3% | +6.7% | -6.4% | -2.4% |
| 1Y | +5.9% | +14.5% | -8.6% | +0.9% |
| 3Y | +578.5% | +243.5% | +335.0% | +405.0% |
| All | +708.6% | +302.5% | +406.2% | +481.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling