-66.5%
STRL vs TEM
+71.0%
-137.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +11.0% | +3.9% | +12.7% |
| 7D | -13.3% | +7.6% | -20.9% | -14.6% |
| 30D | -43.3% | +19.0% | -62.4% | -44.8% |
| 3M | -46.9% | +62.2% | -109.1% | -51.5% |
| All | -66.5% | +71.0% | -137.6% | -70.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling