+383.3%
TPR vs SAN
+255.1%
+128.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | +12.1% | +10.8% | +1.3% | +5.5% |
| 30D | +16.7% | -5.7% | +22.4% | +20.2% |
| 3M | -17.4% | -13.4% | -3.9% | -11.1% |
| 6M | +2.3% | +3.5% | -1.3% | -1.2% |
| YTD | +7.1% | +9.7% | -2.6% | -1.0% |
| 1Y | +29.5% | +20.9% | +8.6% | +12.8% |
| 3Y | +415.0% | +254.3% | +160.8% | +125.1% |
| 5Y | +261.5% | +304.2% | -42.8% | +37.6% |
| 10Y | +383.3% | +260.2% | +123.1% | +78.7% |
| All | +383.3% | +255.1% | +128.2% | +78.7% |
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