+1,598.5%
TSM vs SAN
+255.1%
+1,343.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -2.1% | +10.8% | -12.8% | -6.0% |
| 30D | -12.5% | -5.7% | -6.8% | -10.8% |
| 3M | -5.0% | -13.4% | +8.4% | -0.1% |
| 6M | -3.2% | +3.5% | -6.8% | -4.9% |
| YTD | +31.5% | +9.7% | +21.8% | +25.8% |
| 1Y | +35.7% | +20.9% | +14.8% | +25.2% |
| 3Y | +323.5% | +254.3% | +69.2% | +161.5% |
| 5Y | +263.4% | +304.2% | -40.9% | +108.0% |
| 10Y | +1,598.5% | +260.2% | +1,338.3% | +884.0% |
| All | +1,598.5% | +255.1% | +1,343.4% | +884.0% |
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