+1,643.1%
TSM vs SAN
+270.1%
+1,373.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.9% |
| 7D | +6.2% | +4.0% | +2.2% | +4.6% |
| 30D | -7.3% | -7.8% | +0.5% | -4.7% |
| 3M | -7.1% | -16.4% | +9.2% | -1.1% |
| 6M | +0.2% | +3.5% | -3.3% | -1.5% |
| YTD | +32.2% | +6.7% | +25.6% | +27.8% |
| 1Y | +42.8% | +14.5% | +28.3% | +34.4% |
| 3Y | +330.4% | +243.5% | +86.9% | +168.3% |
| 5Y | +263.9% | +296.2% | -32.3% | +109.4% |
| All | +1,643.1% | +270.1% | +1,373.0% | +896.0% |
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