-53.8%
TEAM vs STT
+150.3%
-204.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.3% |
| 7D | -5.7% | +2.2% | -7.9% | -6.7% |
| 30D | +18.3% | +3.9% | +14.4% | +15.6% |
| 3M | +80.2% | +19.2% | +61.0% | +60.9% |
| 6M | +111.0% | +60.4% | +50.6% | +55.2% |
| YTD | +8.8% | +51.5% | -42.7% | -17.4% |
| 1Y | +2.2% | +76.3% | -74.1% | -29.9% |
| 3Y | -14.6% | +200.7% | -215.4% | -58.6% |
| 5Y | -53.8% | +157.5% | -211.3% | -76.1% |
| All | -53.8% | +150.3% | -204.1% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling