+848.9%
TRGP vs STLA
+46.8%
+802.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -1.0% |
| 30D | +9.5% | -5.2% | +14.7% | +11.1% |
| 3M | +10.8% | -24.9% | +35.7% | +21.8% |
| 6M | +25.3% | -25.2% | +50.5% | +35.5% |
| YTD | +60.3% | -51.4% | +111.7% | +102.0% |
| 1Y | +84.6% | -40.7% | +125.2% | +107.9% |
| 3Y | +264.4% | -66.3% | +330.6% | +392.6% |
| 5Y | +636.6% | -63.2% | +699.8% | +799.5% |
| 10Y | +848.9% | +48.7% | +800.2% | +630.9% |
| All | +848.9% | +46.8% | +802.2% | +630.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling