+664.5%
STM vs TGT
+208.0%
+456.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.4% |
| 7D | +1.7% | -3.6% | +5.2% | +3.0% |
| 30D | -5.2% | +4.4% | -9.6% | -7.0% |
| 3M | -29.6% | +25.4% | -55.0% | -36.1% |
| 6M | +54.4% | +33.4% | +21.0% | +36.3% |
| YTD | +99.5% | +65.6% | +33.9% | +60.7% |
| 1Y | +100.8% | +80.3% | +20.5% | +56.0% |
| 3Y | +20.2% | +42.1% | -22.0% | -2.2% |
| 5Y | +21.1% | -25.0% | +46.2% | +22.5% |
| 10Y | +664.5% | +208.2% | +456.3% | +439.9% |
| All | +664.5% | +208.0% | +456.5% | +439.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling