+36.0%
TSM vs SAN
+23.5%
+12.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.7% | -5.2% |
| 7D | -10.0% | +4.5% | -14.5% | -11.9% |
| 30D | -18.5% | -12.1% | -6.4% | -13.2% |
| 3M | -4.9% | -15.6% | +10.7% | +3.1% |
| 6M | -1.0% | +5.8% | -6.8% | -4.0% |
| YTD | +31.3% | +5.5% | +25.8% | +24.5% |
| 1Y | +36.0% | +23.6% | +12.4% | +22.2% |
| All | +36.0% | +23.5% | +12.6% | +22.2% |
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 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