-41.5%
TRI vs SAN
+51.4%
-93.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.7% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -4.5% | +0.9% | -5.5% | -4.5% |
| 3M | +22.1% | +19.1% | +3.0% | +22.3% |
| 6M | -2.8% | +33.2% | -36.0% | -3.0% |
| YTD | -23.4% | +29.1% | -52.5% | -20.3% |
| 1Y | -41.5% | +50.2% | -91.8% | -39.5% |
| All | -41.5% | +51.4% | -93.0% | -39.5% |
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