+13,634.3%
TSM vs SAN
+756.0%
+12,878.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +2.7% | +1.8% | +1.0% | +1.9% |
| 30D | +3.6% | +2.0% | +1.6% | +2.6% |
| 3M | -3.4% | +19.7% | -23.1% | -10.7% |
| 6M | +20.6% | +30.6% | -10.0% | +7.1% |
| YTD | +41.9% | +28.8% | +13.0% | +26.0% |
| 1Y | +84.4% | +57.8% | +26.6% | +49.7% |
| 3Y | +380.2% | +338.1% | +42.1% | +143.4% |
| 5Y | +275.3% | +384.2% | -108.9% | +74.9% |
| 10Y | +1,751.4% | +353.1% | +1,398.2% | +691.7% |
| All | +13,634.3% | +756.0% | +12,878.4% | +2,297.5% |
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