-25.2%
TGT vs STRL
+975.2%
-1,000.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.2% |
| 7D | +0.5% | +7.1% | -6.7% | -0.1% |
| 30D | +6.7% | -39.4% | +46.0% | +9.8% |
| 3M | +8.4% | -43.0% | +51.4% | +11.8% |
| 6M | +40.7% | -65.0% | +105.7% | +49.8% |
| YTD | +72.2% | -0.8% | +73.0% | +59.6% |
| 1Y | +86.2% | -20.3% | +106.4% | +76.6% |
| 3Y | +68.8% | +356.5% | -287.7% | +15.1% |
| 5Y | -25.2% | +952.8% | -978.1% | -63.3% |
| All | -25.2% | +975.2% | -1,000.4% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling