+366.2%
STX vs TSEM
+233.1%
+133.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.3% |
| 7D | +9.6% | +4.7% | +4.9% | +7.2% |
| 30D | +10.6% | -14.2% | +24.8% | +19.1% |
| 3M | +4.8% | -5.0% | +9.8% | +5.8% |
| 6M | +137.3% | +87.6% | +49.7% | +63.5% |
| YTD | +222.5% | +84.4% | +138.0% | +120.9% |
| 1Y | +366.2% | +235.4% | +130.8% | +124.0% |
| All | +366.2% | +233.1% | +133.1% | +124.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling