+8,433.2%
TPR vs SAN
+352.5%
+8,080.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.4% |
| 7D | +6.4% | +3.4% | +3.0% | +4.6% |
| 30D | +13.8% | -6.3% | +20.0% | +17.0% |
| 3M | -16.6% | -14.1% | -2.5% | -10.9% |
| 6M | +0.7% | +4.2% | -3.5% | -2.4% |
| YTD | +5.3% | +9.0% | -3.7% | -0.8% |
| 1Y | +32.4% | +18.8% | +13.6% | +19.5% |
| 3Y | +406.4% | +252.0% | +154.4% | +160.9% |
| 5Y | +227.9% | +299.5% | -71.6% | +53.5% |
| 10Y | +371.7% | +276.7% | +95.1% | +119.2% |
| All | +8,433.2% | +352.5% | +8,080.7% | +2,428.7% |
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 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