+29.5%
TPR vs SAN
+22.7%
+6.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +12.1% | +10.8% | +1.3% | +7.1% |
| 30D | +16.7% | -5.7% | +22.4% | +19.4% |
| 3M | -17.4% | -13.4% | -3.9% | -12.2% |
| 6M | +2.3% | +3.5% | -1.3% | -0.9% |
| YTD | +7.1% | +9.7% | -2.6% | +0.9% |
| 1Y | +29.5% | +20.9% | +8.6% | +18.8% |
| All | +29.5% | +22.7% | +6.8% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling