+14,178.8%
TT vs SAN
+1,664.5%
+12,514.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.2% |
| 7D | -2.0% | +4.9% | -6.9% | -4.0% |
| 30D | -14.0% | -13.0% | -1.0% | -9.6% |
| 3M | -15.9% | -18.9% | +3.0% | -9.3% |
| 6M | -17.3% | -4.1% | -13.2% | -16.7% |
| YTD | +4.0% | +2.6% | +1.4% | +1.2% |
| 1Y | -7.1% | +16.9% | -24.0% | -14.1% |
| 3Y | +90.2% | +239.1% | -148.8% | +13.1% |
| 5Y | +131.1% | +266.8% | -135.7% | +27.9% |
| 10Y | +777.7% | +246.0% | +531.7% | +354.5% |
| All | +14,178.8% | +1,664.5% | +12,514.3% | +3,431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling