+62.6%
TD vs SAN
+23.5%
+39.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.7% | +1.0% |
| 7D | +1.4% | +4.5% | -3.2% | +0.1% |
| 30D | +10.2% | -12.1% | +22.3% | +14.2% |
| 3M | +8.1% | -15.6% | +23.7% | +13.2% |
| 6M | +22.3% | +5.8% | +16.5% | +20.4% |
| YTD | +39.0% | +5.5% | +33.6% | +36.0% |
| 1Y | +62.6% | +23.6% | +39.0% | +56.2% |
| All | +62.6% | +23.5% | +39.2% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling