+422.5%
STM vs TSEM
+879.4%
-456.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.9% | -4.1% | +1.6% |
| 7D | -5.6% | -2.0% | -3.6% | -4.6% |
| 30D | -14.4% | -33.4% | +19.0% | +2.9% |
| 3M | -20.5% | -39.7% | +19.2% | -0.9% |
| 6M | -24.5% | -27.8% | +3.3% | -16.6% |
| YTD | +72.7% | +29.7% | +43.0% | +38.0% |
| 1Y | +91.0% | +81.1% | +9.9% | +26.7% |
| 3Y | +13.5% | +529.3% | -515.8% | -63.5% |
| 5Y | -9.2% | +315.0% | -324.2% | -65.3% |
| 10Y | +422.5% | +865.7% | -443.2% | +20.9% |
| All | +422.5% | +879.4% | -456.8% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling