-25.9%
STRL vs TPG
+0.9%
-26.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.7% | -25.1% | -21.7% |
| 7D | -27.1% | +12.5% | -39.5% | -28.1% |
| 30D | -45.8% | +12.7% | -58.5% | -46.6% |
| 3M | -47.6% | +3.5% | -51.1% | -47.9% |
| 6M | -46.4% | +14.1% | -60.5% | -48.1% |
| YTD | -7.4% | -18.5% | +11.1% | -9.1% |
| 1Y | -25.9% | -1.8% | -24.1% | -29.3% |
| All | -25.9% | +0.9% | -26.8% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling