+901.9%
TTMI vs SAN
+356.8%
+545.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | +12.2% | +3.3% | +8.8% | +10.0% |
| 30D | -5.7% | +1.1% | -6.8% | -6.4% |
| 3M | -27.5% | +22.2% | -49.7% | -35.2% |
| 6M | +47.1% | +36.0% | +11.1% | +24.4% |
| YTD | +87.5% | +28.2% | +59.2% | +61.6% |
| 1Y | +175.2% | +54.1% | +121.1% | +117.6% |
| 3Y | +901.9% | +354.2% | +547.7% | +384.7% |
| All | +901.9% | +356.8% | +545.2% | +384.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling