+432.4%
TRGP vs STLA
-70.4%
+502.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -7.2% | -6.4% | -0.8% | -6.1% |
| 30D | -4.2% | -1.3% | -2.8% | -4.3% |
| 3M | +7.0% | -19.9% | +26.9% | +10.6% |
| 6M | +11.2% | -42.9% | +54.1% | +22.3% |
| YTD | +51.1% | -59.4% | +110.5% | +77.1% |
| 1Y | +62.0% | -56.8% | +118.9% | +86.0% |
| 3Y | +248.2% | -73.1% | +321.3% | +335.1% |
| 5Y | +432.4% | -70.1% | +502.5% | +491.3% |
| All | +432.4% | -70.4% | +502.8% | +491.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling