-22.7%
TGT vs STRL
+2,093.0%
-2,115.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.3% |
| 7D | -0.6% | +10.1% | -10.7% | -1.4% |
| 30D | +9.5% | -8.2% | +17.7% | +10.1% |
| 3M | +32.3% | -43.7% | +75.9% | +37.5% |
| 6M | +37.0% | +27.1% | +9.9% | +28.1% |
| YTD | +71.0% | +64.0% | +7.0% | +54.4% |
| 1Y | +85.0% | +75.2% | +9.9% | +63.7% |
| 3Y | +46.8% | +539.9% | -493.1% | +1.1% |
| 5Y | -22.7% | +2,133.0% | -2,155.7% | -61.6% |
| All | -22.7% | +2,093.0% | -2,115.8% | -61.6% |
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