+2,285.7%
STM vs TGT
+4,710.3%
-2,424.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +0.8% | +5.0% | +5.4% |
| 30D | -1.0% | +12.2% | -13.2% | -6.5% |
| 3M | -33.3% | +33.8% | -67.1% | -42.3% |
| 6M | +57.4% | +39.3% | +18.1% | +32.8% |
| YTD | +102.2% | +72.9% | +29.3% | +53.2% |
| 1Y | +99.6% | +84.6% | +15.0% | +46.4% |
| 3Y | +14.5% | +46.2% | -31.7% | -11.0% |
| 5Y | +21.4% | -21.3% | +42.7% | +21.6% |
| 10Y | +695.0% | +213.5% | +481.4% | +282.8% |
| All | +2,285.7% | +4,710.3% | -2,424.6% | +206.5% |
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 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