+203.6%
TGT vs STRL
+7,221.5%
-7,017.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.5% |
| 7D | -5.2% | +5.0% | -10.3% | -5.8% |
| 30D | +1.2% | -6.9% | +8.1% | +1.8% |
| 3M | +18.4% | -39.1% | +57.4% | +23.7% |
| 6M | +33.4% | +21.5% | +11.9% | +24.4% |
| YTD | +63.8% | +66.9% | -3.1% | +45.5% |
| 1Y | +77.2% | +61.6% | +15.5% | +56.3% |
| 3Y | +41.8% | +560.0% | -518.2% | -3.8% |
| 5Y | -25.5% | +2,238.9% | -2,264.4% | -60.1% |
| All | +203.6% | +7,221.5% | -7,017.9% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling