+598.2%
STM vs TEAM
+631.8%
-33.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -16.2% | +20.6% | +7.9% |
| 7D | -10.7% | -19.8% | +9.1% | -6.7% |
| 30D | -25.7% | -21.5% | -4.2% | -22.3% |
| 3M | -21.6% | +39.5% | -61.1% | -29.3% |
| 6M | -27.8% | +73.1% | -100.9% | -40.0% |
| YTD | +61.8% | -5.2% | +67.0% | +53.3% |
| 1Y | +78.1% | -1.6% | +79.7% | +66.9% |
| 3Y | +4.9% | -11.4% | +16.3% | -3.7% |
| 5Y | -14.3% | -65.1% | +50.8% | -6.6% |
| 10Y | +414.1% | +471.3% | -57.2% | +192.2% |
| All | +598.2% | +631.8% | -33.6% | +290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling