+1,055.3%
TSN vs SAN
+1,664.5%
-609.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +4.6% | +4.9% | -0.3% | +3.4% |
| 30D | +15.4% | -13.0% | +28.4% | +19.2% |
| 3M | +2.9% | -18.9% | +21.8% | +7.8% |
| 6M | -10.8% | -4.1% | -6.6% | -10.5% |
| YTD | +4.5% | +2.6% | +1.9% | +2.3% |
| 1Y | +19.5% | +16.9% | +2.6% | +13.2% |
| 3Y | +42.2% | +239.1% | -196.8% | +1.5% |
| 5Y | -14.2% | +266.8% | -281.0% | -41.7% |
| 10Y | +15.4% | +246.0% | -230.7% | -25.1% |
| All | +1,055.3% | +1,664.5% | -609.2% | +376.6% |
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