+329.6%
TTD vs SAN
+271.3%
+58.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +1.8% |
| 7D | +5.2% | +4.9% | +0.3% | +3.1% |
| 30D | +6.9% | -13.0% | +19.9% | +12.9% |
| 3M | -26.8% | -18.9% | -8.0% | -20.7% |
| 6M | -46.1% | -4.1% | -42.0% | -45.8% |
| YTD | -65.9% | +2.6% | -68.5% | -67.3% |
| 1Y | -71.8% | +16.9% | -88.8% | -74.5% |
| 3Y | -83.3% | +239.1% | -322.4% | -91.0% |
| 5Y | -81.1% | +266.8% | -348.0% | -90.5% |
| 10Y | +441.7% | +246.0% | +195.7% | +169.8% |
| All | +329.6% | +271.3% | +58.2% | +94.7% |
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 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