+389.7%
TPR vs SAN
+267.2%
+122.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.7% | -1.1% |
| 7D | +12.7% | +8.7% | +4.0% | +7.2% |
| 30D | +17.1% | -6.5% | +23.5% | +21.1% |
| 3M | -15.9% | -14.2% | -1.7% | -9.0% |
| 6M | +2.6% | +2.7% | -0.1% | -0.5% |
| YTD | +7.5% | +8.9% | -1.4% | -0.2% |
| 1Y | +32.9% | +23.4% | +9.5% | +14.4% |
| 3Y | +413.8% | +257.9% | +155.9% | +123.0% |
| 5Y | +263.9% | +297.8% | -33.9% | +39.9% |
| 10Y | +389.7% | +259.6% | +130.1% | +81.8% |
| All | +389.7% | +267.2% | +122.5% | +81.8% |
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 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