+41.8%
TGT vs SAN
+352.3%
-310.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | +1.2% | +0.9% | +0.2% | +1.0% |
| 3M | +18.4% | +19.1% | -0.7% | +13.7% |
| 6M | +33.4% | +33.2% | +0.3% | +24.5% |
| YTD | +63.8% | +29.1% | +34.7% | +52.8% |
| 1Y | +77.2% | +50.2% | +26.9% | +58.1% |
| 3Y | +41.8% | +351.0% | -309.2% | -9.7% |
| All | +41.8% | +352.3% | -310.5% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling