+753.3%
TT vs SAN
+236.7%
+516.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.1% |
| 7D | -2.0% | +4.9% | -6.9% | -3.7% |
| 30D | -14.0% | -13.0% | -1.0% | -10.1% |
| 3M | -15.9% | -18.9% | +3.0% | -10.1% |
| 6M | -17.3% | -4.1% | -13.2% | -16.7% |
| YTD | +4.0% | +2.6% | +1.4% | +1.6% |
| 1Y | -7.1% | +16.9% | -24.0% | -13.2% |
| 3Y | +90.2% | +239.1% | -148.8% | +20.0% |
| 5Y | +131.1% | +266.8% | -135.7% | +36.6% |
| All | +753.3% | +236.7% | +516.6% | +379.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling