+309.1%
TMUS vs SAN
+338.5%
-29.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | +3.3% | -3.6% | -0.9% |
| 30D | +3.1% | +1.1% | +2.0% | +2.9% |
| 3M | +2.4% | +22.2% | -19.8% | -1.6% |
| 6M | -17.1% | +36.0% | -53.1% | -22.3% |
| YTD | -9.1% | +28.2% | -37.3% | -14.4% |
| 1Y | -23.6% | +54.1% | -77.8% | -31.0% |
| 3Y | +38.8% | +354.2% | -315.4% | -3.9% |
| 5Y | +43.0% | +387.3% | -344.3% | -5.7% |
| 10Y | +309.1% | +334.8% | -25.7% | +151.5% |
| All | +309.1% | +338.5% | -29.4% | +151.5% |
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