+270.9%
TRGP vs STLA
-66.8%
+337.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +9.5% | -5.2% | +14.7% | +10.0% |
| 3M | +10.8% | -24.9% | +35.7% | +14.1% |
| 6M | +25.3% | -25.2% | +50.5% | +28.1% |
| YTD | +60.3% | -51.4% | +111.7% | +74.6% |
| 1Y | +84.6% | -40.7% | +125.2% | +91.0% |
| All | +270.9% | -66.8% | +337.7% | +298.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling