+12,981.4%
TDG vs SAN
+220.8%
+12,760.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -0.9% | +3.3% | -4.3% | -2.1% |
| 30D | -6.5% | +1.1% | -7.6% | -6.9% |
| 3M | -5.1% | +22.2% | -27.3% | -12.1% |
| 6M | -11.5% | +36.0% | -47.6% | -21.5% |
| YTD | -13.9% | +28.2% | -42.1% | -22.3% |
| 1Y | -11.5% | +54.1% | -65.6% | -25.7% |
| 3Y | +53.7% | +354.2% | -300.6% | -16.9% |
| 5Y | +135.5% | +387.3% | -251.8% | +20.2% |
| 10Y | +535.2% | +334.8% | +200.3% | +219.4% |
| All | +12,981.4% | +220.8% | +12,760.6% | +5,732.1% |
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 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