-25.0%
TGT vs SAN
+384.1%
-409.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | +25.4% | +19.6% | +5.7% | +19.4% |
| 6M | +33.4% | +32.7% | +0.7% | +23.2% |
| YTD | +65.6% | +26.7% | +38.9% | +53.7% |
| 1Y | +80.3% | +51.6% | +28.6% | +58.8% |
| 3Y | +42.1% | +348.7% | -306.6% | -9.9% |
| 5Y | -25.0% | +378.7% | -403.7% | -56.8% |
| All | -25.0% | +384.1% | -409.1% | -56.8% |
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 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