+125.5%
TD vs SAN
+381.9%
-256.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.9% | +3.3% | -2.5% | -0.1% |
| 30D | -0.7% | +1.1% | -1.7% | -1.0% |
| 3M | +6.3% | +22.2% | -15.9% | 0.0% |
| 6M | +27.9% | +36.0% | -8.1% | +16.2% |
| YTD | +29.8% | +28.2% | +1.6% | +19.4% |
| 1Y | +63.7% | +54.1% | +9.5% | +42.1% |
| 3Y | +128.3% | +354.2% | -225.9% | +34.2% |
| 5Y | +125.5% | +387.3% | -261.8% | +23.4% |
| All | +125.5% | +381.9% | -256.4% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling