-25.9%
STRL vs TXG
+406.9%
-432.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.4% | -24.9% | -22.3% |
| 7D | -27.1% | -19.3% | -7.8% | -23.5% |
| 30D | -45.8% | -30.9% | -14.9% | -41.8% |
| 3M | -47.6% | +41.1% | -88.7% | -54.1% |
| 6M | -46.4% | +211.9% | -258.3% | -61.6% |
| YTD | -7.4% | +314.0% | -321.3% | -37.8% |
| 1Y | -25.9% | +405.4% | -431.2% | -52.6% |
| All | -25.9% | +406.9% | -432.8% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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