+784.6%
STRL vs TRGP
+415.2%
+369.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.1% | +4.7% |
| 7D | -26.9% | -16.0% | -10.9% | -20.6% |
| 30D | -52.7% | -6.4% | -46.2% | -51.0% |
| 3M | -52.8% | -1.0% | -51.9% | -52.7% |
| 6M | -71.5% | +7.0% | -78.4% | -72.6% |
| YTD | -17.4% | +46.1% | -63.6% | -32.2% |
| 1Y | -35.0% | +58.7% | -93.6% | -49.0% |
| 3Y | +239.2% | +221.9% | +17.3% | +96.7% |
| All | +784.6% | +415.2% | +369.4% | +278.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling