-20.8%
STRL vs TEM
+6.3%
-27.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.7% | +0.2% |
| 7D | +23.4% | +7.8% | +15.7% | +21.7% |
| 30D | -39.5% | +11.2% | -50.8% | -40.4% |
| 3M | -45.1% | +39.0% | -84.0% | -49.4% |
| 6M | -64.6% | +61.6% | -126.2% | -69.3% |
| YTD | -1.5% | +28.5% | -30.0% | -13.7% |
| 1Y | -20.8% | +6.7% | -27.5% | -17.6% |
| All | -20.8% | +6.3% | -27.1% | -17.6% |
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