-65.7%
STLA vs TPG
+74.1%
-139.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.5% |
| 7D | -2.9% | -9.4% | +6.5% | +1.6% |
| 30D | +0.9% | -5.3% | +6.2% | +3.3% |
| 3M | -21.6% | +12.9% | -34.5% | -26.5% |
| 6M | -21.6% | +20.1% | -41.7% | -29.1% |
| YTD | -50.4% | -22.5% | -27.9% | -45.2% |
| 1Y | -43.6% | -19.7% | -23.9% | -39.1% |
| 3Y | -66.4% | +81.2% | -147.6% | -77.1% |
| All | -65.7% | +74.1% | -139.9% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling