+2,108.4%
STX vs TSEM
+920.4%
+1,188.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +7.6% | +2.4% | +6.9% |
| 7D | -1.0% | +6.8% | -7.7% | -3.0% |
| 30D | -26.8% | -26.6% | -0.1% | -17.2% |
| 3M | -32.7% | -36.3% | +3.6% | -20.2% |
| 6M | -33.7% | -30.6% | -3.2% | -25.9% |
| YTD | +101.0% | +35.3% | +65.7% | +73.8% |
| 1Y | +92.7% | +59.2% | +33.5% | +57.1% |
| 3Y | +708.7% | +547.7% | +161.0% | +295.8% |
| 5Y | +504.0% | +337.5% | +166.5% | +226.7% |
| 10Y | +2,108.4% | +887.4% | +1,221.0% | +656.5% |
| All | +2,108.4% | +920.4% | +1,188.0% | +656.5% |
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 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