+7,930.8%
TD vs SAN
+1,449.9%
+6,480.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +0.3% | +1.8% | -1.5% | -0.3% |
| 30D | +0.4% | +2.0% | -1.6% | -0.3% |
| 3M | +7.6% | +19.7% | -12.1% | +0.8% |
| 6M | +25.0% | +30.6% | -5.6% | +13.0% |
| YTD | +31.0% | +28.8% | +2.2% | +18.3% |
| 1Y | +65.2% | +57.8% | +7.4% | +38.5% |
| 3Y | +122.5% | +338.1% | -215.6% | +25.5% |
| 5Y | +124.8% | +384.2% | -259.4% | +18.3% |
| 10Y | +298.2% | +353.1% | -54.9% | +99.9% |
| All | +7,930.8% | +1,449.9% | +6,480.9% | +1,887.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling