+318.5%
TPR vs SAN
+347.3%
-28.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -2.3% | +1.8% | -4.1% | -3.3% |
| 30D | -23.0% | +2.0% | -24.9% | -23.9% |
| 3M | -12.5% | +19.7% | -32.2% | -21.4% |
| 6M | -21.4% | +30.6% | -52.1% | -33.0% |
| YTD | -3.5% | +28.8% | -32.4% | -17.9% |
| 1Y | +17.4% | +57.8% | -40.4% | -11.7% |
| 3Y | +291.3% | +338.1% | -46.9% | +52.9% |
| 5Y | +241.9% | +384.2% | -142.3% | +18.7% |
| All | +318.5% | +347.3% | -28.8% | +37.3% |
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