+2,133.0%
STRL vs TXG
-65.4%
+2,198.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +2.3% |
| 7D | +10.1% | +9.4% | +0.7% | +8.2% |
| 30D | -8.2% | +26.1% | -34.3% | -12.6% |
| 3M | -43.7% | +124.8% | -168.5% | -52.3% |
| 6M | +27.1% | +215.2% | -188.1% | +1.0% |
| YTD | +64.0% | +302.2% | -238.2% | +23.9% |
| 1Y | +75.2% | +370.9% | -295.8% | +27.6% |
| 3Y | +539.9% | +38.5% | +501.4% | +433.4% |
| 5Y | +2,133.0% | -64.4% | +2,197.4% | +1,953.9% |
| All | +2,133.0% | -65.4% | +2,198.4% | +1,953.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling