+465.1%
STM vs TSEM
+805.6%
-340.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +3.9% |
| 7D | +12.0% | +7.0% | +5.1% | +8.1% |
| 30D | -0.4% | -29.8% | +29.4% | +16.5% |
| 3M | -13.2% | -41.9% | +28.7% | +9.9% |
| 6M | -26.1% | -45.8% | +19.7% | -6.2% |
| YTD | +81.2% | +25.1% | +56.1% | +46.8% |
| 1Y | +98.3% | +48.2% | +50.1% | +46.6% |
| 3Y | +16.7% | +476.5% | -459.8% | -60.9% |
| 5Y | -4.8% | +301.4% | -306.3% | -63.2% |
| All | +465.1% | +805.6% | -340.6% | +34.7% |
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