+1,716.3%
STRL vs TPG
+85.9%
+1,630.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.3% | +6.5% | +4.7% |
| 7D | +10.1% | -2.9% | +13.0% | +11.4% |
| 30D | -8.2% | +5.0% | -13.2% | -10.8% |
| 3M | -43.7% | +24.9% | -68.6% | -50.0% |
| 6M | +27.1% | +21.1% | +6.0% | +14.3% |
| YTD | +64.0% | -17.3% | +81.3% | +73.9% |
| 1Y | +75.2% | -9.8% | +85.0% | +77.7% |
| 3Y | +539.9% | +95.4% | +444.5% | +401.5% |
| All | +1,716.3% | +85.9% | +1,630.4% | +1,167.5% |
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