+88.6%
TGT vs STRL
-30.1%
+118.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -21.5% | +27.1% | +5.2% |
| 7D | +9.5% | -27.1% | +36.5% | +9.1% |
| 30D | +6.6% | -45.8% | +52.4% | +6.2% |
| 3M | +11.0% | -47.6% | +58.6% | +10.5% |
| 6M | +29.9% | -46.4% | +76.3% | +27.6% |
| YTD | +71.4% | -7.4% | +78.8% | +63.8% |
| 1Y | +88.6% | -25.9% | +114.5% | +82.1% |
| All | +88.6% | -30.1% | +118.7% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling