+151.3%
STRL vs TEM
+79.0%
+72.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.7% | +2.6% | -1.9% |
| 7D | +15.7% | -5.9% | +21.5% | +17.1% |
| 30D | -35.5% | +4.8% | -40.3% | -35.8% |
| 3M | -47.1% | +31.9% | -79.0% | -50.8% |
| 6M | -65.8% | +56.0% | -121.8% | -69.5% |
| YTD | -4.5% | +21.3% | -25.8% | -11.7% |
| 1Y | -10.5% | +5.4% | -15.9% | -14.8% |
| All | +151.3% | +79.0% | +72.3% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling