+203.4%
TGT vs SAN
+347.0%
-143.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -5.0% | -2.8% | -2.3% | -4.4% |
| 30D | +3.0% | -0.5% | +3.6% | +3.2% |
| 3M | +22.6% | +22.7% | -0.1% | +16.8% |
| 6M | +31.2% | +28.8% | +2.4% | +23.1% |
| YTD | +63.7% | +26.3% | +37.4% | +53.5% |
| 1Y | +78.5% | +48.8% | +29.6% | +60.8% |
| 3Y | +40.5% | +347.2% | -306.7% | -3.5% |
| 5Y | -25.6% | +383.8% | -409.3% | -51.1% |
| All | +203.4% | +347.0% | -143.6% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling