-7.7%
STM vs TGT
-25.1%
+17.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -7.9% | +5.5% | -13.4% | -9.7% |
| 30D | -14.1% | +6.0% | -20.2% | -16.3% |
| 3M | -17.6% | +8.0% | -25.6% | -20.6% |
| 6M | -24.2% | +32.3% | -56.5% | -33.5% |
| YTD | +73.3% | +71.3% | +2.0% | +35.8% |
| 1Y | +90.1% | +86.8% | +3.3% | +43.2% |
| 3Y | +10.3% | +67.9% | -57.5% | -18.8% |
| All | -7.7% | -25.1% | +17.4% | -6.2% |
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