-12.5%
TLT vs SAN
+267.2%
-279.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | +0.6% |
| 7D | +0.3% | +8.7% | -8.4% | +1.0% |
| 30D | +5.1% | -6.5% | +11.6% | +4.5% |
| 3M | -0.2% | -14.2% | +14.0% | -1.4% |
| 6M | -2.9% | +2.7% | -5.6% | -2.5% |
| YTD | -2.7% | +8.9% | -11.6% | -1.5% |
| 1Y | -4.6% | +23.4% | -28.0% | -2.1% |
| 3Y | +6.1% | +257.9% | -251.9% | +23.7% |
| 5Y | -35.1% | +297.8% | -332.9% | -22.3% |
| 10Y | -12.5% | +259.6% | -272.1% | +6.7% |
| All | -12.5% | +267.2% | -279.7% | +6.7% |
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