+22.5%
STM vs TGT
-21.7%
+44.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | +5.2% | -0.6% | +5.8% | +5.5% |
| 30D | -7.4% | +9.5% | -16.9% | -10.9% |
| 3M | -30.6% | +32.3% | -62.9% | -38.6% |
| 6M | +66.4% | +37.0% | +29.4% | +44.7% |
| YTD | +101.1% | +71.0% | +30.1% | +58.2% |
| 1Y | +97.4% | +85.0% | +12.3% | +49.8% |
| 3Y | +21.1% | +46.8% | -25.7% | -5.3% |
| 5Y | +22.5% | -22.7% | +45.2% | +24.9% |
| All | +22.5% | -21.7% | +44.1% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling