+201.6%
TGT vs STLA
-4.1%
+205.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | +2.6% | -13.8% | +16.4% | +6.2% |
| 30D | +4.7% | -10.5% | +15.2% | +7.2% |
| 3M | +4.6% | -28.9% | +33.4% | +12.4% |
| 6M | +34.9% | -49.7% | +84.6% | +56.5% |
| YTD | +70.9% | -64.9% | +135.8% | +112.7% |
| 1Y | +84.4% | -64.0% | +148.4% | +127.4% |
| 3Y | +69.1% | -77.4% | +146.6% | +126.3% |
| 5Y | -26.9% | -74.4% | +47.5% | -7.7% |
| All | +201.6% | -4.1% | +205.7% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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