+443.1%
TTMI vs SAN
+425.5%
+17.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.3% |
| 7D | +5.9% | +1.8% | +4.1% | +4.9% |
| 30D | -4.3% | +2.0% | -6.3% | -5.3% |
| 3M | -32.0% | +19.7% | -51.8% | -37.9% |
| 6M | +19.5% | +30.6% | -11.2% | +4.8% |
| YTD | +82.0% | +28.8% | +53.2% | +59.6% |
| 1Y | +172.6% | +57.8% | +114.9% | +116.4% |
| 3Y | +744.7% | +338.1% | +406.5% | +293.4% |
| 5Y | +805.6% | +384.2% | +421.3% | +279.4% |
| 10Y | +1,057.6% | +353.1% | +704.5% | +344.6% |
| All | +443.1% | +425.5% | +17.6% | +34.5% |
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