+1,753.6%
TSM vs SAN
+338.5%
+1,415.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +6.0% | +3.3% | +2.7% | +4.7% |
| 30D | +4.5% | +1.1% | +3.4% | +4.0% |
| 3M | +3.1% | +22.2% | -19.1% | -4.5% |
| 6M | +30.2% | +36.0% | -5.8% | +15.9% |
| YTD | +45.2% | +28.2% | +17.0% | +31.5% |
| 1Y | +79.6% | +54.1% | +25.4% | +51.9% |
| 3Y | +411.0% | +354.2% | +56.7% | +188.7% |
| 5Y | +290.7% | +387.3% | -96.6% | +108.9% |
| 10Y | +1,753.6% | +334.8% | +1,418.8% | +866.7% |
| All | +1,753.6% | +338.5% | +1,415.1% | +866.7% |
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