+6,242.0%
TGT vs STT
+7,372.9%
-1,131.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +12.2% | +3.9% | +8.3% | +10.8% |
| 3M | +33.8% | +20.0% | +13.8% | +25.9% |
| 6M | +39.3% | +55.3% | -16.0% | +20.6% |
| YTD | +72.9% | +53.3% | +19.5% | +49.9% |
| 1Y | +84.6% | +74.7% | +9.9% | +53.5% |
| 3Y | +46.2% | +205.8% | -159.6% | +1.8% |
| 5Y | -21.3% | +145.0% | -166.3% | -42.8% |
| 10Y | +213.5% | +266.0% | -52.5% | +87.5% |
| All | +6,242.0% | +7,372.9% | -1,131.0% | +1,008.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling