+734.7%
TT vs SAN
+255.1%
+479.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +0.8% | +10.8% | -9.9% | -2.7% |
| 30D | -11.8% | -5.7% | -6.0% | -10.2% |
| 3M | -11.6% | -13.4% | +1.9% | -7.5% |
| 6M | -9.3% | +3.5% | -12.9% | -11.0% |
| YTD | +8.9% | +9.7% | -0.9% | +4.1% |
| 1Y | -2.2% | +20.9% | -23.1% | -9.6% |
| 3Y | +91.9% | +254.3% | -162.4% | +19.3% |
| 5Y | +136.0% | +304.2% | -168.2% | +34.9% |
| 10Y | +734.7% | +260.2% | +474.5% | +355.4% |
| All | +734.7% | +255.1% | +479.6% | +355.4% |
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