-25.0%
TGT vs STLA
-63.2%
+38.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | +4.4% | -5.2% | +9.6% | +5.7% |
| 3M | +25.4% | -24.9% | +50.2% | +34.5% |
| 6M | +33.4% | -25.2% | +58.5% | +42.5% |
| YTD | +65.6% | -51.4% | +117.0% | +97.4% |
| 1Y | +80.3% | -40.7% | +121.0% | +98.6% |
| 3Y | +42.1% | -66.3% | +108.4% | +80.0% |
| 5Y | -25.0% | -63.2% | +38.2% | -15.3% |
| All | -25.0% | -63.2% | +38.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling