+79.6%
TSM vs SAN
+55.7%
+23.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.6% |
| 7D | +6.0% | +3.3% | +2.7% | +4.1% |
| 30D | +4.5% | +1.1% | +3.4% | +3.8% |
| 3M | +3.1% | +22.2% | -19.1% | -7.5% |
| 6M | +30.2% | +36.0% | -5.8% | +10.6% |
| YTD | +45.2% | +28.2% | +17.0% | +23.9% |
| 1Y | +79.6% | +54.1% | +25.4% | +38.3% |
| All | +79.6% | +55.7% | +23.8% | +38.3% |
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