-2.0%
TSN vs SAN
+49.3%
-51.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +1.4% | -2.8% | +4.1% | +1.6% |
| 30D | -6.2% | -0.5% | -5.6% | -6.2% |
| 3M | -5.7% | +22.7% | -28.4% | -7.2% |
| 6M | -11.4% | +28.8% | -40.1% | -13.4% |
| YTD | -8.2% | +26.3% | -34.4% | -10.1% |
| 1Y | -2.0% | +48.8% | -50.9% | -4.9% |
| All | -2.0% | +49.3% | -51.3% | -4.9% |
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