+335.0%
STRL vs TXG
+73.9%
+261.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | -19.8% | -3.7% | -16.2% | -19.0% |
| 30D | -43.6% | -22.0% | -21.5% | -40.5% |
| 3M | -45.2% | +7.4% | -52.6% | -47.0% |
| 6M | -65.7% | +191.2% | -256.9% | -73.7% |
| YTD | -5.4% | +285.7% | -291.1% | -32.3% |
| 1Y | -24.7% | +268.3% | -292.9% | -45.6% |
| 3Y | +335.0% | +77.3% | +257.8% | +269.5% |
| All | +335.0% | +73.9% | +261.1% | +269.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling