+850.4%
TTMI vs SAN
+390.0%
+460.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | +12.2% | +3.3% | +8.8% | +10.4% |
| 30D | -5.7% | +1.1% | -6.8% | -6.2% |
| 3M | -27.5% | +22.2% | -49.7% | -33.9% |
| 6M | +47.1% | +36.0% | +11.1% | +28.1% |
| YTD | +87.5% | +28.2% | +59.2% | +66.3% |
| 1Y | +175.2% | +54.1% | +121.1% | +126.7% |
| 3Y | +901.9% | +354.2% | +547.7% | +439.7% |
| All | +850.4% | +390.0% | +460.4% | +348.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling