-11.4%
TEAM vs STT
+165.4%
-176.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.2% | -16.4% | -16.2% |
| 7D | -19.8% | -2.5% | -17.4% | -18.9% |
| 30D | -21.5% | -5.0% | -16.6% | -19.7% |
| 3M | +39.5% | -10.5% | +50.0% | +46.1% |
| 6M | +73.1% | +10.0% | +63.0% | +60.7% |
| YTD | -5.2% | +30.7% | -35.9% | -21.9% |
| 1Y | -1.6% | +43.8% | -45.3% | -24.2% |
| 3Y | -11.4% | +168.1% | -179.5% | -55.7% |
| All | -11.4% | +165.4% | -176.8% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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