+1,972.8%
STX vs TSEM
+805.6%
+1,167.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.9% | -0.3% |
| 7D | +14.6% | +7.0% | +7.6% | +11.7% |
| 30D | -26.0% | -29.8% | +3.8% | -14.8% |
| 3M | -42.6% | -41.9% | -0.7% | -29.4% |
| 6M | -35.3% | -45.8% | +10.5% | -19.9% |
| YTD | +92.5% | +25.1% | +67.4% | +71.6% |
| 1Y | +102.4% | +48.2% | +54.2% | +69.9% |
| 3Y | +673.8% | +476.5% | +197.3% | +295.7% |
| 5Y | +463.1% | +301.4% | +161.6% | +215.1% |
| All | +1,972.8% | +805.6% | +1,167.2% | +640.0% |
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