+256.1%
TPR vs SAN
+267.8%
-11.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | +14.2% | +4.9% | +9.3% | +11.6% |
| 30D | +17.1% | -13.0% | +30.1% | +24.5% |
| 3M | -17.7% | -18.9% | +1.2% | -9.9% |
| 6M | -10.2% | -4.1% | -6.0% | -9.3% |
| YTD | +4.9% | +2.6% | +2.3% | +1.9% |
| 1Y | +36.1% | +16.9% | +19.2% | +24.2% |
| 3Y | +416.5% | +239.1% | +177.4% | +175.3% |
| All | +256.1% | +267.8% | -11.7% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling