+303.6%
TD vs SAN
+275.0%
+28.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | -3.1% | +3.4% | -6.5% | -4.3% |
| 30D | +6.7% | -6.3% | +13.0% | +8.9% |
| 3M | +3.1% | -14.1% | +17.2% | +8.5% |
| 6M | +17.6% | +4.2% | +13.5% | +15.0% |
| YTD | +34.8% | +9.0% | +25.7% | +28.4% |
| 1Y | +55.6% | +18.8% | +36.8% | +43.4% |
| 3Y | +133.1% | +252.0% | -118.9% | +36.6% |
| 5Y | +104.7% | +299.5% | -194.8% | +9.8% |
| 10Y | +303.6% | +276.7% | +26.9% | +103.3% |
| All | +303.6% | +275.0% | +28.5% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling