-44.4%
TOST vs SAN
+330.3%
-374.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | -2.5% |
| 7D | +4.0% | +8.7% | -4.7% | +0.1% |
| 30D | +11.1% | -6.5% | +17.5% | +14.1% |
| 3M | +0.8% | -14.2% | +15.0% | +7.5% |
| 6M | +38.8% | +2.7% | +36.1% | +35.7% |
| YTD | -2.1% | +8.9% | -11.0% | -8.2% |
| 1Y | -6.0% | +23.4% | -29.4% | -17.2% |
| 3Y | +149.8% | +257.9% | -108.2% | +24.3% |
| 5Y | -42.8% | +297.8% | -340.5% | -76.8% |
| All | -44.4% | +330.3% | -374.7% | -77.6% |
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