+75.2%
STRL vs TEM
-20.5%
+95.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | +10.1% | +3.2% | +6.9% | +9.2% |
| 30D | -8.2% | +23.5% | -31.7% | -13.9% |
| 3M | -43.7% | +32.3% | -76.0% | -49.1% |
| 6M | +27.1% | +23.0% | +4.1% | +15.6% |
| YTD | +64.0% | +8.9% | +55.1% | +52.9% |
| 1Y | +75.2% | -19.9% | +95.0% | +93.6% |
| All | +75.2% | -20.5% | +95.6% | +93.6% |
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