+11,954.4%
TSM vs SAN
+581.4%
+11,373.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.6% | +7.3% |
| 7D | -7.6% | +4.9% | -12.5% | -9.7% |
| 30D | -20.5% | -13.0% | -7.5% | -15.8% |
| 3M | -10.0% | -18.9% | +8.9% | -1.9% |
| 6M | -10.1% | -4.1% | -5.9% | -8.9% |
| YTD | +24.5% | +2.6% | +21.9% | +21.6% |
| 1Y | +31.2% | +16.9% | +14.2% | +20.8% |
| 3Y | +322.0% | +239.1% | +82.9% | +138.7% |
| 5Y | +245.3% | +266.8% | -21.6% | +81.6% |
| 10Y | +1,465.8% | +246.0% | +1,219.8% | +652.9% |
| All | +11,954.4% | +581.4% | +11,373.0% | +2,213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling