-5.3%
TSN vs SAN
+58.9%
-64.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -6.3% | +1.8% | -8.1% | -6.5% |
| 30D | -10.8% | +2.0% | -12.8% | -11.0% |
| 3M | -8.8% | +19.7% | -28.5% | -10.0% |
| 6M | -16.8% | +30.6% | -47.5% | -18.7% |
| YTD | -10.0% | +28.8% | -38.8% | -11.9% |
| 1Y | -5.3% | +57.8% | -63.0% | -7.7% |
| All | -5.3% | +58.9% | -64.2% | -7.7% |
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