+6.9%
TLT vs SAN
+235.5%
-228.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +0.1% | +4.9% | -4.8% | -0.1% |
| 30D | +6.2% | -13.0% | +19.2% | +6.8% |
| 3M | +0.1% | -18.9% | +18.9% | +1.0% |
| 6M | -3.0% | -4.1% | +1.2% | -2.9% |
| YTD | -2.7% | +2.6% | -5.3% | -3.0% |
| 1Y | -4.8% | +16.9% | -21.8% | -5.5% |
| 3Y | +6.9% | +239.1% | -232.1% | -3.1% |
| All | +6.9% | +235.5% | -228.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling