+103.2%
TOST vs SAN
+235.5%
-132.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.6% |
| 7D | +9.4% | +4.9% | +4.5% | +7.7% |
| 30D | +13.5% | -13.0% | +26.5% | +18.8% |
| 3M | -0.1% | -18.9% | +18.7% | +6.9% |
| 6M | +22.5% | -4.1% | +26.6% | +23.4% |
| YTD | -2.4% | +2.6% | -4.9% | -4.6% |
| 1Y | -4.7% | +16.9% | -21.6% | -11.5% |
| 3Y | +103.2% | +239.1% | -135.8% | +28.8% |
| All | +103.2% | +235.5% | -132.3% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling