-20.8%
STRL vs TXG
+256.0%
-276.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | +0.7% |
| 7D | +23.4% | +1.8% | +21.6% | +23.0% |
| 30D | -39.5% | -17.7% | -21.8% | -36.1% |
| 3M | -45.1% | +2.3% | -47.4% | -47.2% |
| 6M | -64.6% | +182.5% | -247.1% | -75.2% |
| YTD | -1.5% | +262.4% | -263.9% | -37.2% |
| 1Y | -20.8% | +254.1% | -274.9% | -49.4% |
| All | -20.8% | +256.0% | -276.8% | -49.4% |
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