+302.0%
TRV vs SAN
+357.1%
-55.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.4% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +1.7% | +0.9% | +0.8% | +1.4% |
| 3M | +23.9% | +19.1% | +4.8% | +17.0% |
| 6M | +26.3% | +33.2% | -6.9% | +14.3% |
| YTD | +30.8% | +29.1% | +1.7% | +18.7% |
| 1Y | +36.3% | +50.2% | -13.9% | +17.3% |
| 3Y | +145.0% | +351.0% | -206.0% | +40.7% |
| 5Y | +163.9% | +394.7% | -230.8% | +40.2% |
| All | +302.0% | +357.1% | -55.1% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling