+6,219.0%
TGT vs STT
+6,635.6%
-416.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | +6.7% | -0.4% | +7.1% | +6.7% |
| 3M | +8.4% | -6.5% | +14.9% | +10.5% |
| 6M | +40.7% | +17.2% | +23.5% | +33.0% |
| YTD | +72.2% | +38.2% | +34.0% | +54.1% |
| 1Y | +86.2% | +49.3% | +36.9% | +62.5% |
| 3Y | +68.8% | +181.9% | -113.1% | +20.4% |
| 5Y | -25.2% | +106.9% | -132.1% | -42.6% |
| 10Y | +210.0% | +203.1% | +6.9% | +96.5% |
| All | +6,219.0% | +6,635.6% | -416.6% | +1,039.2% |
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