+16.1%
STM vs TEAM
-12.6%
+28.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +16.3% | -16.9% | +33.2% | +17.9% |
| 30D | -6.3% | -26.8% | +20.5% | -3.9% |
| 3M | -14.1% | -1.9% | -12.2% | -14.7% |
| 6M | -19.6% | +79.2% | -98.7% | -26.9% |
| YTD | +80.1% | -6.1% | +86.2% | +92.1% |
| 1Y | +95.4% | -2.1% | +97.4% | +105.7% |
| All | +16.1% | -12.6% | +28.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 TEAM 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