+2,332.7%
STRL vs TXG
+14.9%
+2,317.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.2% |
| 7D | +7.1% | -8.1% | +15.2% | +9.1% |
| 30D | -39.4% | -17.5% | -21.9% | -37.2% |
| 3M | -43.0% | +6.1% | -49.1% | -44.3% |
| 6M | -65.0% | +202.7% | -267.7% | -72.0% |
| YTD | -0.8% | +280.4% | -281.2% | -24.3% |
| 1Y | -20.3% | +274.0% | -294.3% | -39.1% |
| 3Y | +356.5% | +74.9% | +281.6% | +269.2% |
| 5Y | +952.8% | -63.0% | +1,015.9% | +913.8% |
| All | +2,332.7% | +14.9% | +2,317.8% | +1,561.0% |
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