+590.9%
TRI vs SAN
+437.5%
+153.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | -2.9% | +4.0% | -6.9% | -4.0% |
| 30D | +3.7% | -7.8% | +11.5% | +5.7% |
| 3M | +3.7% | -16.4% | +20.1% | +8.2% |
| 6M | +35.1% | +3.5% | +31.6% | +32.5% |
| YTD | -14.0% | +6.7% | -20.7% | -17.1% |
| 1Y | -19.0% | +14.5% | -33.4% | -23.4% |
| 3Y | -12.0% | +243.5% | -255.5% | -39.5% |
| 5Y | +0.6% | +296.2% | -295.5% | -36.0% |
| 10Y | +225.4% | +268.5% | -43.1% | +92.4% |
| All | +590.9% | +437.5% | +153.4% | +195.2% |
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