-64.4%
TTD vs SAN
+22.7%
-87.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | +19.9% | +10.8% | +9.1% | +18.1% |
| 30D | +27.6% | -5.7% | +33.4% | +27.4% |
| 3M | +15.2% | -13.4% | +28.6% | +15.9% |
| 6M | -33.2% | +3.5% | -36.7% | -33.5% |
| YTD | -59.4% | +9.7% | -69.1% | -59.5% |
| 1Y | -64.4% | +20.9% | -85.2% | -66.5% |
| All | -64.4% | +22.7% | -87.1% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling