-44.5%
TOST vs SAN
+305.5%
-350.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.4% |
| 7D | +9.4% | +4.9% | +4.5% | +7.2% |
| 30D | +13.5% | -13.0% | +26.5% | +20.5% |
| 3M | -0.1% | -18.9% | +18.7% | +9.3% |
| 6M | +22.5% | -4.1% | +26.6% | +23.5% |
| YTD | -2.4% | +2.6% | -4.9% | -5.9% |
| 1Y | -4.7% | +16.9% | -21.6% | -13.9% |
| 3Y | +103.2% | +239.1% | -135.8% | +3.6% |
| 5Y | -41.2% | +266.8% | -308.1% | -75.6% |
| All | -44.5% | +305.5% | -350.0% | -77.0% |
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