-27.2%
TGT vs SAN
+294.7%
-321.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.4% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | +6.6% | -9.4% | +16.0% | +9.0% |
| 3M | +5.2% | -17.1% | +22.4% | +9.9% |
| 6M | +35.3% | +2.2% | +33.2% | +33.3% |
| YTD | +70.3% | +6.0% | +64.3% | +64.5% |
| 1Y | +81.2% | +12.7% | +68.4% | +71.7% |
| 3Y | +66.9% | +242.1% | -175.2% | +11.4% |
| 5Y | -27.2% | +293.6% | -320.8% | -55.5% |
| All | -27.2% | +294.7% | -321.9% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling