+149.9%
STRL vs TEM
+111.1%
+38.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +11.0% | +3.9% | +12.8% |
| 7D | -13.3% | +7.6% | -20.9% | -14.3% |
| 30D | -43.3% | +19.0% | -62.4% | -45.1% |
| 3M | -46.9% | +62.2% | -109.1% | -52.6% |
| 6M | -65.6% | +69.4% | -134.9% | -69.8% |
| YTD | -5.1% | +43.0% | -48.1% | -15.0% |
| 1Y | -23.1% | +18.0% | -41.1% | -28.3% |
| All | +149.9% | +111.1% | +38.8% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling