+396.2%
TGT vs STLA
+168.9%
+227.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | +0.5% | -11.6% | +12.1% | +2.4% |
| 30D | +6.7% | -6.2% | +12.8% | +7.5% |
| 3M | +8.4% | -24.6% | +33.0% | +12.8% |
| 6M | +40.7% | -44.9% | +85.6% | +53.0% |
| YTD | +72.2% | -62.3% | +134.5% | +96.5% |
| 1Y | +86.2% | -61.8% | +148.0% | +111.7% |
| 3Y | +68.8% | -75.3% | +144.2% | +101.0% |
| 5Y | -25.2% | -72.5% | +47.3% | -13.5% |
| 10Y | +210.0% | +0.8% | +209.3% | +214.1% |
| All | +396.2% | +168.9% | +227.2% | +378.1% |
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