-11.4%
TEAM vs STRL
+233.5%
-245.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +3.5% | -19.6% | -16.2% |
| 7D | -19.8% | -26.9% | +7.1% | -19.3% |
| 30D | -21.5% | -52.7% | +31.2% | -20.5% |
| 3M | +39.5% | -52.8% | +92.3% | +41.3% |
| 6M | +73.1% | -71.5% | +144.5% | +78.1% |
| YTD | -5.2% | -17.4% | +12.2% | -16.9% |
| 1Y | -1.6% | -35.0% | +33.4% | -10.1% |
| 3Y | -11.4% | +239.2% | -250.7% | -43.7% |
| All | -11.4% | +233.5% | -245.0% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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