+6,170.5%
TGT vs SAN
+1,735.1%
+4,435.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +2.6% | +4.0% | -1.4% | +1.5% |
| 30D | +4.7% | -7.8% | +12.5% | +7.0% |
| 3M | +4.6% | -16.4% | +20.9% | +9.7% |
| 6M | +34.9% | +3.5% | +31.3% | +32.3% |
| YTD | +70.9% | +6.7% | +64.2% | +64.6% |
| 1Y | +84.4% | +14.5% | +69.9% | +74.0% |
| 3Y | +69.1% | +243.5% | -174.4% | +13.9% |
| 5Y | -26.9% | +296.2% | -323.1% | -54.1% |
| 10Y | +207.6% | +268.5% | -60.9% | +81.5% |
| All | +6,170.5% | +1,735.1% | +4,435.3% | +1,940.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling