+430.2%
SAN vs TDY
+6,954.6%
-6,524.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -0.5% | -1.8% | +1.4% | +0.2% |
| 30D | -0.1% | -13.8% | +13.7% | +5.4% |
| 3M | +19.6% | -3.9% | +23.5% | +21.4% |
| 6M | +32.7% | -9.0% | +41.7% | +37.2% |
| YTD | +26.7% | +16.5% | +10.1% | +19.2% |
| 1Y | +51.6% | +9.3% | +42.4% | +45.6% |
| 3Y | +348.7% | +45.1% | +303.6% | +283.7% |
| 5Y | +378.7% | +35.0% | +343.7% | +316.8% |
| 10Y | +336.9% | +469.0% | -132.1% | +131.4% |
| All | +430.2% | +6,954.6% | -6,524.4% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling