+99.6%
STM vs TSEM
+259.4%
-159.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -6.0% | -1.0% |
| 7D | +5.8% | +6.9% | -1.1% | +3.1% |
| 30D | -1.0% | +5.3% | -6.3% | -3.3% |
| 3M | -33.3% | -14.9% | -18.3% | -30.6% |
| 6M | +57.4% | +80.0% | -22.7% | +35.2% |
| YTD | +102.2% | +89.4% | +12.8% | +69.6% |
| 1Y | +99.6% | +253.1% | -153.5% | +45.6% |
| All | +99.6% | +259.4% | -159.8% | +45.6% |
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