+2,285.7%
STM vs TSEM
+19.9%
+2,265.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -6.0% | 0.0% |
| 7D | +5.8% | +6.9% | -1.1% | +4.1% |
| 30D | -1.0% | +5.3% | -6.3% | -2.4% |
| 3M | -33.3% | -14.9% | -18.3% | -31.3% |
| 6M | +57.4% | +80.0% | -22.7% | +35.2% |
| YTD | +102.2% | +89.4% | +12.8% | +70.7% |
| 1Y | +99.6% | +253.1% | -153.5% | +45.1% |
| 3Y | +14.5% | +642.1% | -627.6% | -30.5% |
| 5Y | +21.4% | +659.1% | -637.7% | -27.6% |
| 10Y | +695.0% | +1,291.4% | -596.4% | +320.9% |
| All | +2,285.7% | +19.9% | +2,265.9% | +1,219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling