+12.8%
SBUX vs TSEM
+663.1%
-650.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.8% |
| 7D | -6.3% | +4.7% | -11.0% | -6.7% |
| 30D | -3.9% | -14.2% | +10.4% | -2.5% |
| 3M | +3.3% | -5.0% | +8.3% | +2.0% |
| 6M | +1.4% | +87.6% | -86.1% | -12.1% |
| YTD | +21.0% | +84.4% | -63.5% | +3.8% |
| 1Y | +22.4% | +235.4% | -213.0% | -9.3% |
| All | +12.8% | +663.1% | -650.3% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling