+396.5%
TTMI vs SAN
+270.1%
+126.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.2% |
| 7D | +11.4% | +4.0% | +7.4% | +9.7% |
| 30D | -28.3% | -7.8% | -20.5% | -25.9% |
| 3M | -46.7% | -16.4% | -30.3% | -42.5% |
| 6M | -56.1% | +3.5% | -59.6% | -56.9% |
| YTD | +7.4% | +6.7% | +0.7% | +3.8% |
| 1Y | +17.4% | +14.5% | +2.9% | +10.4% |
| 3Y | +429.1% | +243.5% | +185.6% | +213.4% |
| 5Y | +418.8% | +296.2% | +122.6% | +178.7% |
| All | +396.5% | +270.1% | +126.4% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling