+895.4%
TSN vs SAN
+2,116.5%
-1,221.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -6.3% | +1.8% | -8.1% | -6.8% |
| 30D | -10.8% | +2.0% | -12.8% | -11.3% |
| 3M | -8.8% | +19.7% | -28.5% | -12.9% |
| 6M | -16.8% | +30.6% | -47.5% | -22.6% |
| YTD | -10.0% | +28.8% | -38.8% | -16.4% |
| 1Y | -5.3% | +57.8% | -63.0% | -16.4% |
| 3Y | +8.5% | +338.1% | -329.6% | -27.1% |
| 5Y | -22.9% | +384.2% | -407.1% | -51.0% |
| 10Y | -12.6% | +353.1% | -365.8% | -46.7% |
| All | +895.4% | +2,116.5% | -1,221.1% | +289.8% |
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