+1,316.1%
TNA vs SAN
+439.8%
+876.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.6% |
| 7D | -0.1% | +1.8% | -1.9% | -2.0% |
| 30D | -4.9% | +2.0% | -6.9% | -7.1% |
| 3M | +0.4% | +19.7% | -19.3% | -18.3% |
| 6M | +32.5% | +30.6% | +1.9% | -1.6% |
| YTD | +53.7% | +28.8% | +24.9% | +13.6% |
| 1Y | +65.1% | +57.8% | +7.3% | -3.5% |
| 3Y | +98.4% | +338.1% | -239.7% | -64.7% |
| 5Y | -22.5% | +384.2% | -406.7% | -87.5% |
| 10Y | +82.5% | +353.1% | -270.6% | -63.7% |
| All | +1,316.1% | +439.8% | +876.2% | +35.2% |
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