-25.9%
STRL vs TEM
-11.1%
-14.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -2.8% | -18.6% | -20.9% |
| 7D | -27.1% | -1.3% | -25.7% | -26.8% |
| 30D | -45.8% | -9.5% | -36.3% | -45.1% |
| 3M | -47.6% | +60.7% | -108.3% | -54.2% |
| 6M | -46.4% | +35.5% | -81.9% | -51.4% |
| YTD | -7.4% | +28.0% | -35.4% | -17.9% |
| 1Y | -25.9% | -10.5% | -15.3% | -16.1% |
| All | -25.9% | -11.1% | -14.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling