-19.5%
TSN vs SAN
+381.9%
-401.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.7% |
| 7D | -5.0% | +3.3% | -8.4% | -5.5% |
| 30D | -9.1% | +1.1% | -10.2% | -9.3% |
| 3M | -7.4% | +22.2% | -29.6% | -10.3% |
| 6M | -13.4% | +36.0% | -49.4% | -17.7% |
| YTD | -8.5% | +28.2% | -36.7% | -12.4% |
| 1Y | -3.2% | +54.1% | -57.3% | -10.2% |
| 3Y | +11.5% | +354.2% | -342.8% | -15.1% |
| 5Y | -19.5% | +387.3% | -406.8% | -41.2% |
| All | -19.5% | +381.9% | -401.5% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling