-46.4%
TOST vs SAN
+318.9%
-365.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.4% |
| 7D | -4.7% | +1.0% | -5.7% | -5.2% |
| 30D | +8.5% | -9.4% | +17.9% | +13.0% |
| 3M | -1.6% | -17.1% | +15.6% | +6.6% |
| 6M | +44.1% | +2.2% | +41.9% | +41.1% |
| YTD | -5.6% | +6.0% | -11.6% | -10.4% |
| 1Y | -12.6% | +12.7% | -25.3% | -19.6% |
| 3Y | +137.6% | +242.1% | -104.6% | +20.9% |
| 5Y | -30.4% | +293.6% | -324.0% | -71.4% |
| All | -46.4% | +318.9% | -365.3% | -78.1% |
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