+88.6%
TGT vs STT
+53.6%
+35.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.5% | +5.5% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +6.6% | -1.7% | +8.3% | +6.7% |
| 3M | +11.0% | -6.4% | +17.3% | +11.2% |
| 6M | +29.9% | +17.7% | +12.2% | +24.7% |
| YTD | +71.4% | +36.9% | +34.6% | +57.8% |
| 1Y | +88.6% | +52.0% | +36.6% | +61.6% |
| All | +88.6% | +53.6% | +35.0% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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