+379.4%
TTD vs SAN
+366.4%
+13.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.1% |
| 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% | -36.5% |
| 6M | -42.7% | +30.6% | -73.3% | -49.5% |
| YTD | -62.0% | +28.8% | -90.8% | -66.6% |
| 1Y | -72.2% | +57.8% | -130.0% | -77.8% |
| 3Y | -81.9% | +338.1% | -420.1% | -91.2% |
| 5Y | -81.5% | +384.2% | -465.8% | -91.7% |
| All | +379.4% | +366.4% | +13.0% | +99.0% |
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