+2,037.8%
STM vs TGT
+4,656.1%
-2,618.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.4% |
| 7D | +12.0% | +2.6% | +9.4% | +10.7% |
| 30D | -0.4% | +4.7% | -5.0% | -2.9% |
| 3M | -13.2% | +4.6% | -17.7% | -15.9% |
| 6M | -26.1% | +34.9% | -60.9% | -37.0% |
| YTD | +81.2% | +70.9% | +10.3% | +36.9% |
| 1Y | +98.3% | +84.4% | +14.0% | +44.4% |
| 3Y | +16.7% | +69.1% | -52.4% | -15.7% |
| 5Y | -4.8% | -26.9% | +22.1% | -2.0% |
| 10Y | +468.8% | +207.6% | +261.1% | +174.7% |
| All | +2,037.8% | +4,656.1% | -2,618.3% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling