-65.4%
TEAM vs STRL
+906.9%
-972.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -1.2% |
| 7D | -2.4% | +15.7% | -18.1% | -3.8% |
| 30D | -26.7% | -35.5% | +8.8% | -24.1% |
| 3M | -9.6% | -47.1% | +37.5% | -5.1% |
| 6M | +86.0% | -65.8% | +151.8% | +101.8% |
| YTD | -7.5% | -4.5% | -3.0% | -22.5% |
| 1Y | -1.4% | -10.5% | +9.1% | -16.6% |
| 3Y | -14.3% | +340.6% | -354.9% | -60.8% |
| All | -65.4% | +906.9% | -972.3% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling