+379.9%
SAN vs TDY
+39.0%
+340.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.0% | +1.7% |
| 7D | +0.2% | -1.1% | +1.3% | +0.7% |
| 30D | +0.9% | -12.0% | +13.0% | +6.6% |
| 3M | +19.1% | -3.2% | +22.3% | +20.7% |
| 6M | +33.2% | -7.9% | +41.1% | +37.6% |
| YTD | +29.1% | +18.2% | +10.9% | +19.5% |
| 1Y | +50.2% | +6.7% | +43.6% | +44.9% |
| 3Y | +351.0% | +47.5% | +303.5% | +268.9% |
| All | +379.9% | +39.0% | +340.9% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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