+234.7%
TMUS vs SAN
+267.2%
-32.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.1% | -2.0% | +3.0% |
| 7D | +5.3% | +8.7% | -3.4% | +3.8% |
| 30D | +13.5% | -6.5% | +20.0% | +14.7% |
| 3M | -4.2% | -14.2% | +10.0% | -1.8% |
| 6M | -11.9% | +2.7% | -14.6% | -12.8% |
| YTD | -15.6% | +8.9% | -24.4% | -18.2% |
| 1Y | -16.8% | +23.4% | -40.2% | -21.6% |
| 3Y | +20.8% | +257.9% | -237.2% | -11.8% |
| 5Y | +48.0% | +297.8% | -249.7% | +2.4% |
| 10Y | +234.7% | +259.6% | -24.9% | +126.0% |
| All | +234.7% | +267.2% | -32.5% | +126.0% |
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