+68.5%
STRL vs TXG
+372.5%
-304.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.0% |
| 7D | +3.4% | +1.8% | +1.6% | +2.9% |
| 30D | -9.2% | +32.0% | -41.2% | -16.9% |
| 3M | -51.0% | +87.0% | -138.1% | -59.5% |
| 6M | +15.8% | +180.1% | -164.3% | -14.5% |
| YTD | +58.9% | +284.1% | -225.3% | +7.9% |
| 1Y | +68.5% | +361.7% | -293.2% | +8.9% |
| All | +68.5% | +372.5% | -304.0% | +8.9% |
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