+736.3%
TT vs SAN
+270.1%
+466.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +4.0% | +4.0% | 0.0% | +2.7% |
| 30D | -11.3% | -7.8% | -3.5% | -9.1% |
| 3M | -12.3% | -16.4% | +4.1% | -7.2% |
| 6M | -10.8% | +3.5% | -14.4% | -12.5% |
| YTD | +8.2% | +6.7% | +1.5% | +4.3% |
| 1Y | +1.5% | +14.5% | -13.0% | -4.5% |
| 3Y | +91.5% | +243.5% | -152.0% | +20.2% |
| 5Y | +130.2% | +296.2% | -166.0% | +32.3% |
| All | +736.3% | +270.1% | +466.2% | +347.3% |
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