+398.0%
TGT vs STLA
+263.8%
+134.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.8% | +2.6% | -1.8% | +0.3% |
| 30D | +12.2% | -1.2% | +13.4% | +12.3% |
| 3M | +33.8% | -24.8% | +58.6% | +39.2% |
| 6M | +39.3% | -25.6% | +64.9% | +44.8% |
| YTD | +72.9% | -48.9% | +121.8% | +88.8% |
| 1Y | +84.6% | -38.8% | +123.3% | +95.0% |
| 3Y | +46.2% | -64.5% | +110.8% | +65.3% |
| 5Y | -21.3% | -62.4% | +41.1% | -13.1% |
| 10Y | +213.5% | +55.4% | +158.1% | +201.7% |
| All | +398.0% | +263.8% | +134.2% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling