+41.3%
SBUX vs TSEM
+79.9%
-38.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.7% | +13.5% | +4.7% |
| 7D | +6.3% | -23.1% | +29.4% | +6.5% |
| 30D | +16.2% | -40.4% | +56.5% | +16.8% |
| 3M | +5.1% | -37.9% | +43.0% | +5.6% |
| 6M | +5.7% | -30.8% | +36.5% | +5.1% |
| YTD | +32.6% | +26.7% | +5.9% | +29.3% |
| 1Y | +41.3% | +80.5% | -39.1% | +35.1% |
| All | +41.3% | +79.9% | -38.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling