-22.5%
TNA vs SAN
+379.7%
-402.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.7% |
| 7D | -7.6% | -2.8% | -4.8% | -4.8% |
| 30D | -13.6% | -0.5% | -13.1% | -13.2% |
| 3M | +2.8% | +22.7% | -19.9% | -17.3% |
| 6M | +34.5% | +28.8% | +5.7% | +3.8% |
| YTD | +41.0% | +26.3% | +14.8% | +9.2% |
| 1Y | +52.0% | +48.8% | +3.2% | -1.5% |
| 3Y | +103.5% | +347.2% | -243.7% | -60.5% |
| 5Y | -22.5% | +383.8% | -406.3% | -86.7% |
| All | -22.5% | +379.7% | -402.3% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling