-6.4%
SBUX vs TSEM
+610.6%
-617.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.4% |
| 7D | -6.2% | +0.9% | -7.2% | -6.4% |
| 30D | -6.4% | -16.6% | +10.2% | -4.7% |
| 3M | +1.0% | -10.9% | +11.9% | +0.6% |
| 6M | -0.4% | +78.0% | -78.4% | -12.6% |
| YTD | +20.0% | +77.2% | -57.2% | +4.2% |
| 1Y | +22.8% | +207.6% | -184.8% | -4.8% |
| 3Y | +12.3% | +637.8% | -625.5% | -28.5% |
| 5Y | -6.4% | +617.0% | -623.4% | -40.3% |
| All | -6.4% | +610.6% | -617.0% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling