+646.2%
STX vs TSEM
+521.6%
+124.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +10.9% | -1.1% | +4.7% |
| 7D | -14.8% | -2.0% | -12.8% | -13.6% |
| 30D | -35.4% | -33.4% | -1.9% | -22.5% |
| 3M | -37.7% | -39.7% | +2.0% | -22.6% |
| 6M | -35.2% | -27.8% | -7.4% | -27.9% |
| YTD | +84.4% | +29.7% | +54.7% | +56.4% |
| 1Y | +82.3% | +81.1% | +1.1% | +34.2% |
| 3Y | +646.2% | +529.3% | +116.9% | +262.8% |
| All | +646.2% | +521.6% | +124.6% | +262.8% |
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