+80.3%
TGT vs STRL
+72.5%
+7.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.2% |
| 7D | -3.6% | +8.2% | -11.8% | -3.6% |
| 30D | +4.4% | -6.3% | +10.7% | +4.4% |
| 3M | +25.4% | -41.2% | +66.6% | +26.0% |
| 6M | +33.4% | +20.4% | +13.0% | +29.6% |
| YTD | +65.6% | +61.7% | +3.9% | +59.1% |
| 1Y | +80.3% | +72.7% | +7.6% | +76.4% |
| All | +80.3% | +72.5% | +7.8% | +76.4% |
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