+8,398.6%
TPR vs SAN
+325.6%
+8,073.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | +14.2% | +4.9% | +9.3% | +11.5% |
| 30D | +17.1% | -13.0% | +30.1% | +24.9% |
| 3M | -17.7% | -18.9% | +1.2% | -9.6% |
| 6M | -10.2% | -4.1% | -6.0% | -9.1% |
| YTD | +4.9% | +2.6% | +2.3% | +1.9% |
| 1Y | +36.1% | +16.9% | +19.2% | +23.8% |
| 3Y | +416.5% | +239.1% | +177.4% | +171.0% |
| 5Y | +254.8% | +266.8% | -12.1% | +73.2% |
| 10Y | +391.7% | +246.0% | +145.7% | +137.8% |
| All | +8,398.6% | +325.6% | +8,073.0% | +2,495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling