-8.4%
TEAM vs STT
+206.4%
-214.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | +67.3% | +3.9% | +63.4% | +63.9% |
| 3M | +86.8% | +20.0% | +66.8% | +67.8% |
| 6M | +146.8% | +55.3% | +91.5% | +86.8% |
| YTD | +16.9% | +53.3% | -36.4% | -11.0% |
| 1Y | +12.8% | +74.7% | -61.9% | -22.1% |
| All | -8.4% | +206.4% | -214.8% | -58.7% |
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