+365.8%
TTD vs SAN
+364.3%
+1.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.7% |
| 7D | +1.7% | +3.3% | -1.6% | +0.5% |
| 30D | +1.6% | +1.1% | +0.5% | +1.2% |
| 3M | -27.8% | +22.2% | -50.0% | -33.8% |
| 6M | -52.1% | +36.0% | -88.1% | -58.4% |
| YTD | -63.1% | +28.2% | -91.3% | -67.4% |
| 1Y | -73.1% | +54.1% | -127.2% | -78.2% |
| 3Y | -83.3% | +354.2% | -437.5% | -92.0% |
| 5Y | -80.6% | +387.3% | -467.9% | -91.3% |
| All | +365.8% | +364.3% | +1.5% | +93.7% |
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