+68.5%
STRL vs TEM
-15.5%
+84.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +0.9% | +2.5% | +3.1% |
| 30D | -9.2% | +38.4% | -47.6% | -18.0% |
| 3M | -51.0% | +23.7% | -74.7% | -54.6% |
| 6M | +15.8% | +26.0% | -10.2% | +4.3% |
| YTD | +58.9% | +9.4% | +49.4% | +47.9% |
| 1Y | +68.5% | -17.3% | +85.8% | +84.3% |
| All | +68.5% | -15.5% | +84.0% | +84.3% |
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