+1,383.2%
STX vs TSEM
+668.6%
+714.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +7.0% |
| 7D | +10.7% | +10.4% | +0.3% | +6.0% |
| 30D | +11.3% | -12.9% | +24.2% | +18.3% |
| 3M | +3.2% | -9.2% | +12.4% | +6.0% |
| 6M | +157.0% | +98.8% | +58.2% | +84.4% |
| YTD | +229.2% | +87.2% | +142.0% | +140.8% |
| 1Y | +381.8% | +239.0% | +142.9% | +178.9% |
| 3Y | +1,383.2% | +679.5% | +703.7% | +558.5% |
| All | +1,383.2% | +668.6% | +714.6% | +558.5% |
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