+902.6%
TT vs SAN
+347.3%
+555.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | 0.0% | +1.8% | -1.8% | -0.6% |
| 30D | -7.2% | +2.0% | -9.1% | -7.8% |
| 3M | -3.0% | +19.7% | -22.7% | -8.9% |
| 6M | +1.4% | +30.6% | -29.3% | -7.8% |
| YTD | +15.9% | +28.8% | -13.0% | +5.3% |
| 1Y | +9.4% | +57.8% | -48.3% | -7.4% |
| 3Y | +124.4% | +338.1% | -213.8% | +29.9% |
| 5Y | +138.0% | +384.2% | -246.2% | +27.5% |
| All | +902.6% | +347.3% | +555.3% | +393.5% |
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