-82.9%
TTD vs SAN
+358.9%
-441.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.2% |
| 7D | +6.3% | +1.8% | +4.6% | +5.9% |
| 30D | -23.9% | +2.0% | -25.9% | -24.2% |
| 3M | -31.4% | +19.7% | -51.1% | -34.2% |
| 6M | -42.7% | +30.6% | -73.3% | -46.5% |
| YTD | -62.0% | +28.8% | -90.8% | -64.5% |
| 1Y | -72.2% | +57.8% | -130.0% | -75.8% |
| All | -82.9% | +358.9% | -441.8% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling