+239.9%
TMUS vs SAN
+267.7%
-27.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | +6.5% | +1.0% | +5.5% | +6.3% |
| 30D | +11.3% | -9.4% | +20.6% | +13.1% |
| 3M | -2.9% | -17.1% | +14.2% | +0.2% |
| 6M | -10.5% | +2.2% | -12.7% | -11.4% |
| YTD | -14.4% | +6.0% | -20.4% | -16.7% |
| 1Y | -17.9% | +12.7% | -30.6% | -21.2% |
| 3Y | +21.9% | +242.1% | -220.3% | -10.3% |
| 5Y | +52.1% | +293.6% | -241.5% | +5.1% |
| All | +239.9% | +267.7% | -27.8% | +122.5% |
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 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