+4.9%
STM vs TSEM
+468.0%
-463.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.8% | -0.4% | +2.4% |
| 7D | -10.7% | -17.5% | +6.8% | -3.3% |
| 30D | -25.7% | -44.7% | +18.9% | -5.9% |
| 3M | -21.6% | -38.9% | +17.3% | -5.4% |
| 6M | -27.8% | -36.7% | +8.9% | -15.7% |
| YTD | +61.8% | +17.0% | +44.8% | +45.5% |
| 1Y | +78.1% | +62.8% | +15.3% | +37.5% |
| 3Y | +4.9% | +471.3% | -466.4% | -59.5% |
| All | +4.9% | +468.0% | -463.1% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling