+88.6%
TGT vs SAN
+23.5%
+65.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.4% | -0.8% | +4.9% |
| 7D | +9.5% | +4.5% | +5.0% | +8.9% |
| 30D | +6.6% | -12.1% | +18.7% | +7.5% |
| 3M | +11.0% | -15.6% | +26.5% | +12.4% |
| 6M | +29.9% | +5.8% | +24.1% | +28.3% |
| YTD | +71.4% | +5.5% | +66.0% | +64.8% |
| 1Y | +88.6% | +23.6% | +65.0% | +64.5% |
| All | +88.6% | +23.5% | +65.1% | +64.5% |
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 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