+229.9%
TTMI vs SAN
+332.3%
-102.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.7% |
| 7D | +22.6% | +1.0% | +21.6% | +22.1% |
| 30D | -34.3% | -9.4% | -24.9% | -31.2% |
| 3M | -44.8% | -17.1% | -27.6% | -39.6% |
| 6M | -53.3% | +2.2% | -55.5% | -54.1% |
| YTD | +10.6% | +6.0% | +4.6% | +6.5% |
| 1Y | +8.2% | +12.7% | -4.5% | +1.3% |
| 3Y | +435.7% | +242.1% | +193.5% | +181.5% |
| 5Y | +434.2% | +293.6% | +140.6% | +149.1% |
| 10Y | +426.4% | +266.1% | +160.3% | +125.0% |
| All | +229.9% | +332.3% | -102.4% | -10.2% |
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