+558.1%
TTD vs SAN
+255.1%
+303.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.0% |
| 7D | +19.9% | +10.8% | +9.1% | +15.3% |
| 30D | +27.6% | -5.7% | +33.4% | +30.7% |
| 3M | +15.2% | -13.4% | +28.6% | +21.8% |
| 6M | -33.2% | +3.5% | -36.7% | -34.7% |
| YTD | -59.4% | +9.7% | -69.1% | -61.9% |
| 1Y | -64.4% | +20.9% | -85.2% | -68.0% |
| 3Y | -75.9% | +254.3% | -330.2% | -87.1% |
| 5Y | -82.6% | +304.2% | -386.8% | -91.5% |
| 10Y | +558.1% | +260.2% | +297.9% | +262.7% |
| All | +558.1% | +255.1% | +303.0% | +262.7% |
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 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