+524.6%
TRI vs SAN
+546.1%
-21.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.4% |
| 7D | -7.1% | +3.3% | -10.4% | -7.9% |
| 30D | -2.3% | +1.1% | -3.4% | -2.6% |
| 3M | +19.6% | +22.2% | -2.6% | +13.0% |
| 6M | -8.7% | +36.0% | -44.7% | -16.8% |
| YTD | -22.3% | +28.2% | -50.5% | -28.3% |
| 1Y | -40.7% | +54.1% | -94.8% | -48.0% |
| 3Y | -17.8% | +354.2% | -372.0% | -47.4% |
| 5Y | -8.5% | +387.3% | -395.8% | -44.9% |
| 10Y | +192.6% | +334.8% | -142.2% | +66.2% |
| All | +524.6% | +546.1% | -21.5% | +155.5% |
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 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