+1,998.3%
STRL vs TRGP
+2,170.2%
-171.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.2% |
| 7D | -19.8% | -5.8% | -14.0% | -18.1% |
| 30D | -43.6% | -1.5% | -42.1% | -43.1% |
| 3M | -45.2% | +6.1% | -51.3% | -46.0% |
| 6M | -65.7% | +14.4% | -80.1% | -67.1% |
| YTD | -5.4% | +55.3% | -60.8% | -16.7% |
| 1Y | -24.7% | +69.1% | -93.8% | -35.4% |
| 3Y | +335.0% | +254.3% | +80.7% | +208.4% |
| 5Y | +915.3% | +471.4% | +443.9% | +531.3% |
| 10Y | +3,877.5% | +773.0% | +3,104.5% | +1,879.2% |
| All | +1,998.3% | +2,170.2% | -171.9% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling