+3,343.4%
STX vs TGT
+207.4%
+3,136.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -2.3% | -5.2% | +3.0% | -0.9% |
| 30D | -5.5% | +1.2% | -6.7% | -6.1% |
| 3M | -4.3% | +18.4% | -22.7% | -9.7% |
| 6M | +115.6% | +33.4% | +82.2% | +96.0% |
| YTD | +202.2% | +63.8% | +138.4% | +157.1% |
| 1Y | +325.3% | +77.2% | +248.1% | +251.8% |
| 3Y | +1,283.9% | +41.8% | +1,242.1% | +1,071.1% |
| 5Y | +1,048.3% | -25.5% | +1,073.8% | +1,059.1% |
| All | +3,343.4% | +207.4% | +3,136.1% | +2,245.4% |
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