+2,218.3%
STRL vs TXG
+16.5%
+2,201.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | -19.8% | -3.7% | -16.2% | -19.2% |
| 30D | -43.6% | -22.0% | -21.5% | -40.9% |
| 3M | -45.2% | +7.4% | -52.6% | -46.6% |
| 6M | -65.7% | +191.2% | -256.9% | -72.4% |
| YTD | -5.4% | +285.7% | -291.1% | -28.1% |
| 1Y | -24.7% | +268.3% | -292.9% | -42.3% |
| 3Y | +335.0% | +77.3% | +257.8% | +251.0% |
| 5Y | +915.3% | -62.3% | +977.6% | +874.4% |
| All | +2,218.3% | +16.5% | +2,201.9% | +1,479.0% |
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