-80.8%
TTD vs SAN
+381.6%
-462.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | +6.3% | +1.8% | +4.6% | +5.6% |
| 30D | -23.9% | +2.0% | -25.9% | -24.5% |
| 3M | -31.4% | +19.7% | -51.1% | -36.6% |
| 6M | -42.7% | +30.6% | -73.3% | -49.6% |
| YTD | -62.0% | +28.8% | -90.8% | -66.6% |
| 1Y | -72.2% | +57.8% | -130.0% | -78.0% |
| 3Y | -81.9% | +338.1% | -420.1% | -92.1% |
| All | -80.8% | +381.6% | -462.4% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling