+104.8%
TD vs SAN
+294.6%
-189.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.6% | -0.3% |
| 7D | -0.6% | +8.7% | -9.4% | -3.1% |
| 30D | +7.9% | -6.5% | +14.4% | +9.9% |
| 3M | +3.1% | -14.2% | +17.3% | +7.6% |
| 6M | +17.2% | +2.7% | +14.5% | +15.6% |
| YTD | +34.7% | +8.9% | +25.9% | +29.7% |
| 1Y | +56.9% | +23.4% | +33.5% | +45.3% |
| 3Y | +134.7% | +257.9% | -123.2% | +48.0% |
| 5Y | +104.8% | +297.8% | -193.0% | +24.1% |
| All | +104.8% | +294.6% | -189.8% | +24.1% |
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