+3,795.0%
STRL vs TXG
+16.0%
+3,779.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +5.9% |
| 7D | +3.4% | +1.8% | +1.6% | +3.0% |
| 30D | -9.2% | +32.0% | -41.2% | -14.3% |
| 3M | -51.0% | +87.0% | -138.1% | -56.8% |
| 6M | +15.8% | +180.1% | -164.3% | -5.3% |
| YTD | +58.9% | +284.1% | -225.3% | +22.3% |
| 1Y | +68.5% | +361.7% | -293.2% | +24.7% |
| 3Y | +485.2% | +15.9% | +469.3% | +407.9% |
| 5Y | +2,005.1% | -66.2% | +2,071.3% | +1,969.4% |
| All | +3,795.0% | +16.0% | +3,779.0% | +2,584.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling