-7.0%
TSN vs SAN
+329.5%
-336.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -7.3% | -0.5% | -6.8% | -7.2% |
| 30D | -8.6% | -0.1% | -8.6% | -8.7% |
| 3M | -7.5% | +19.6% | -27.2% | -11.7% |
| 6M | -14.1% | +32.7% | -46.8% | -20.5% |
| YTD | -9.4% | +26.7% | -36.1% | -15.6% |
| 1Y | -4.1% | +51.6% | -55.7% | -14.7% |
| 3Y | +10.3% | +348.7% | -338.4% | -28.1% |
| 5Y | -19.7% | +378.7% | -398.5% | -50.5% |
| 10Y | -7.0% | +336.9% | -343.9% | -49.1% |
| All | -7.0% | +329.5% | -336.6% | -49.1% |
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