+657.6%
STM vs TSEM
+1,300.1%
-642.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +5.2% | +10.4% | -5.2% | +0.3% |
| 30D | -7.4% | -12.9% | +5.6% | -1.6% |
| 3M | -30.6% | -9.2% | -21.5% | -29.8% |
| 6M | +66.4% | +98.8% | -32.4% | +12.4% |
| YTD | +101.1% | +87.2% | +13.9% | +37.1% |
| 1Y | +97.4% | +239.0% | -141.6% | -2.8% |
| 3Y | +21.1% | +679.5% | -658.4% | -64.0% |
| 5Y | +22.5% | +667.3% | -644.8% | -65.8% |
| 10Y | +657.6% | +1,301.0% | -643.4% | +50.7% |
| All | +657.6% | +1,300.1% | -642.5% | +50.7% |
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