+581.7%
TLN vs SAN
+386.1%
+195.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.1% |
| 7D | +7.1% | +1.8% | +5.3% | +6.3% |
| 30D | -3.9% | +2.0% | -5.9% | -4.6% |
| 3M | -16.2% | +19.7% | -35.9% | -21.4% |
| 6M | -5.8% | +30.6% | -36.4% | -14.3% |
| YTD | -15.4% | +28.8% | -44.3% | -23.0% |
| 1Y | -16.7% | +57.8% | -74.4% | -28.6% |
| 3Y | +473.8% | +338.1% | +135.6% | +298.6% |
| All | +581.7% | +386.1% | +195.6% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling