+7,406.7%
STRL vs TRGP
+836.3%
+6,570.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +2.8% |
| 7D | +10.1% | -0.6% | +10.7% | +10.3% |
| 30D | -8.2% | +14.6% | -22.8% | -12.3% |
| 3M | -43.7% | +11.9% | -55.6% | -45.9% |
| 6M | +27.1% | +25.3% | +1.8% | +17.0% |
| YTD | +64.0% | +61.9% | +2.1% | +39.3% |
| 1Y | +75.2% | +87.3% | -12.1% | +41.2% |
| 3Y | +539.9% | +268.0% | +271.9% | +323.5% |
| 5Y | +2,133.0% | +638.2% | +1,494.8% | +1,098.0% |
| All | +7,406.7% | +836.3% | +6,570.5% | +3,275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling