+72.7%
STRL vs TXG
+385.8%
-313.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | +8.2% | +9.1% | -0.9% | +5.6% |
| 30D | -6.3% | +14.9% | -21.2% | -10.0% |
| 3M | -41.2% | +120.0% | -161.2% | -53.6% |
| 6M | +20.4% | +221.8% | -201.4% | -14.1% |
| YTD | +61.7% | +312.6% | -250.9% | +7.4% |
| 1Y | +72.7% | +398.4% | -325.7% | +8.9% |
| All | +72.7% | +385.8% | -313.1% | +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