+631.8%
TEAM vs STT
+218.4%
+413.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.2% | -16.4% | -16.2% |
| 7D | -19.8% | -2.5% | -17.4% | -19.2% |
| 30D | -21.5% | -5.0% | -16.6% | -20.1% |
| 3M | +39.5% | -10.5% | +50.0% | +44.5% |
| 6M | +73.1% | +10.0% | +63.0% | +66.0% |
| YTD | -5.2% | +30.7% | -35.9% | -15.0% |
| 1Y | -1.6% | +43.8% | -45.3% | -14.7% |
| 3Y | -11.4% | +168.1% | -179.5% | -37.7% |
| 5Y | -65.1% | +101.4% | -166.5% | -74.0% |
| 10Y | +471.3% | +211.3% | +260.0% | +258.6% |
| All | +631.8% | +218.4% | +413.5% | +359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling