+146.0%
TT vs SAN
+381.6%
-235.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | 0.0% | +1.8% | -1.8% | -0.5% |
| 30D | -7.2% | +2.0% | -9.1% | -7.7% |
| 3M | -3.0% | +19.7% | -22.7% | -8.0% |
| 6M | +1.4% | +30.6% | -29.3% | -6.4% |
| YTD | +15.9% | +28.8% | -13.0% | +6.9% |
| 1Y | +9.4% | +57.8% | -48.3% | -4.8% |
| 3Y | +124.4% | +338.1% | -213.8% | +43.3% |
| All | +146.0% | +381.6% | -235.5% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling