+117.3%
STRL vs TEM
+90.1%
+27.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +1.9% |
| 7D | -26.9% | +5.3% | -32.2% | -27.5% |
| 30D | -52.7% | +8.1% | -60.8% | -53.3% |
| 3M | -52.8% | +64.9% | -117.7% | -58.2% |
| 6M | -71.5% | +42.1% | -113.6% | -74.1% |
| YTD | -17.4% | +28.8% | -46.2% | -24.7% |
| 1Y | -35.0% | +5.5% | -40.4% | -38.1% |
| All | +117.3% | +90.1% | +27.2% | +73.3% |
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 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