+16,011.1%
STX vs TSEM
+208.8%
+15,802.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.8% | -1.5% | +4.7% |
| 7D | +2.4% | +6.9% | -4.5% | +0.9% |
| 30D | +1.4% | +5.3% | -3.9% | +0.1% |
| 3M | -8.2% | -14.9% | +6.7% | -5.3% |
| 6M | +127.0% | +80.0% | +47.0% | +99.6% |
| YTD | +209.1% | +89.4% | +119.8% | +168.7% |
| 1Y | +365.4% | +253.1% | +112.3% | +258.5% |
| 3Y | +1,135.4% | +642.1% | +493.3% | +715.8% |
| 5Y | +991.5% | +659.1% | +332.4% | +607.3% |
| 10Y | +3,695.8% | +1,291.4% | +2,404.5% | +2,054.8% |
| All | +16,011.1% | +208.8% | +15,802.3% | +8,917.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling