-66.4%
STLA vs TPG
+78.6%
-145.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | 0.0% |
| 7D | +0.4% | -6.5% | +6.9% | +3.6% |
| 30D | -5.2% | +0.1% | -5.3% | -5.4% |
| 3M | -24.9% | +14.5% | -39.4% | -29.8% |
| 6M | -25.2% | +17.3% | -42.5% | -31.5% |
| YTD | -51.4% | -20.5% | -30.9% | -47.0% |
| 1Y | -40.7% | -13.2% | -27.5% | -38.3% |
| 3Y | -66.3% | +87.7% | -154.0% | -77.4% |
| All | -66.4% | +78.6% | -145.0% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling