+126.1%
TDG vs SAN
+379.7%
-253.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.7% | -2.8% | +0.1% | -1.8% |
| 30D | -9.3% | -0.5% | -8.7% | -9.1% |
| 3M | -7.1% | +22.7% | -29.8% | -13.3% |
| 6M | -11.2% | +28.8% | -39.9% | -18.5% |
| YTD | -15.3% | +26.3% | -41.5% | -22.1% |
| 1Y | -12.5% | +48.8% | -61.3% | -24.0% |
| 3Y | +51.2% | +347.2% | -296.0% | -14.5% |
| 5Y | +126.1% | +383.8% | -257.6% | +16.0% |
| All | +126.1% | +379.7% | -253.6% | +16.0% |
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