+46.8%
TGT vs STT
+203.8%
-157.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.6% |
| 7D | -0.6% | +2.2% | -2.8% | -1.5% |
| 30D | +9.5% | +3.9% | +5.6% | +7.7% |
| 3M | +32.3% | +19.2% | +13.1% | +21.8% |
| 6M | +37.0% | +60.4% | -23.4% | +8.9% |
| YTD | +71.0% | +51.5% | +19.6% | +39.1% |
| 1Y | +85.0% | +76.3% | +8.7% | +38.4% |
| 3Y | +46.8% | +200.7% | -153.9% | -18.8% |
| All | +46.8% | +203.8% | -157.0% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling