+8.2%
TTMI vs SAN
+13.0%
-4.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.3% |
| 7D | +22.6% | +1.0% | +21.6% | +21.8% |
| 30D | -34.3% | -9.4% | -24.9% | -29.2% |
| 3M | -44.8% | -17.1% | -27.6% | -36.6% |
| 6M | -53.3% | +2.2% | -55.5% | -54.3% |
| YTD | +10.6% | +6.0% | +4.6% | -2.9% |
| 1Y | +8.2% | +12.7% | -4.5% | -11.3% |
| All | +8.2% | +13.0% | -4.8% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling