+203.4%
TGT vs STT
+267.9%
-64.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -5.0% | -1.4% | -3.7% | -4.6% |
| 30D | +3.0% | +2.2% | +0.9% | +2.3% |
| 3M | +22.6% | +18.8% | +3.8% | +15.5% |
| 6M | +31.2% | +57.9% | -26.7% | +12.4% |
| YTD | +63.7% | +51.0% | +12.7% | +41.9% |
| 1Y | +78.5% | +77.1% | +1.3% | +46.7% |
| 3Y | +40.5% | +199.8% | -159.3% | -2.6% |
| 5Y | -25.6% | +156.0% | -181.5% | -47.5% |
| All | +203.4% | +267.9% | -64.5% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling