+396.0%
TTD vs SAN
+294.1%
+101.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +6.1% | +9.3% | +13.0% |
| 7D | +19.0% | +8.7% | +10.2% | +15.2% |
| 30D | +23.6% | -6.5% | +30.1% | +27.0% |
| 3M | +8.2% | -14.2% | +22.4% | +14.9% |
| 6M | -35.3% | +2.7% | -38.0% | -36.6% |
| YTD | -60.7% | +8.9% | -69.5% | -63.0% |
| 1Y | -65.3% | +23.4% | -88.7% | -69.1% |
| 3Y | -80.6% | +257.9% | -338.5% | -89.7% |
| 5Y | -84.6% | +297.8% | -382.4% | -92.5% |
| 10Y | +550.5% | +259.6% | +290.9% | +222.8% |
| All | +396.0% | +294.1% | +101.9% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling