+8,094.7%
TMO vs SAN
+2,106.1%
+5,988.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.4% | +3.3% | -2.9% | -0.5% |
| 30D | +1.5% | +1.1% | +0.4% | +1.2% |
| 3M | +28.5% | +22.2% | +6.3% | +21.2% |
| 6M | +20.4% | +36.0% | -15.6% | +10.0% |
| YTD | +4.3% | +28.2% | -24.0% | -3.6% |
| 1Y | +24.1% | +54.1% | -30.0% | +8.9% |
| 3Y | +17.5% | +354.2% | -336.8% | -24.6% |
| 5Y | +6.8% | +387.3% | -380.5% | -34.7% |
| 10Y | +311.9% | +334.8% | -22.9% | +138.8% |
| All | +8,094.7% | +2,106.1% | +5,988.7% | +2,779.5% |
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