+50.0%
TDG vs SAN
+343.8%
-293.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -2.4% | -0.5% | -2.0% | -2.3% |
| 30D | -8.0% | -0.1% | -7.9% | -8.0% |
| 3M | -10.5% | +19.6% | -30.1% | -14.3% |
| 6M | -11.9% | +32.7% | -44.6% | -17.4% |
| YTD | -15.4% | +26.7% | -42.0% | -20.0% |
| 1Y | -14.2% | +51.6% | -65.8% | -21.7% |
| All | +50.0% | +343.8% | -293.8% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling