+99.6%
STM vs TGT
+84.5%
+15.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +0.8% | +5.0% | +5.7% |
| 30D | -1.0% | +12.2% | -13.2% | -2.8% |
| 3M | -33.3% | +33.8% | -67.1% | -37.4% |
| 6M | +57.4% | +39.3% | +18.1% | +44.7% |
| YTD | +102.2% | +72.9% | +29.3% | +67.0% |
| 1Y | +99.6% | +84.6% | +15.0% | +54.5% |
| All | +99.6% | +84.5% | +15.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling