+9,509.3%
STX vs TSEM
+111.5%
+9,397.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +10.9% | -1.1% | +7.4% |
| 7D | -14.8% | -2.0% | -12.8% | -14.1% |
| 30D | -35.4% | -33.4% | -1.9% | -29.2% |
| 3M | -37.7% | -39.7% | +2.0% | -30.4% |
| 6M | -35.2% | -27.8% | -7.4% | -31.0% |
| YTD | +84.4% | +29.7% | +54.7% | +73.9% |
| 1Y | +82.3% | +81.1% | +1.1% | +60.8% |
| 3Y | +646.2% | +529.3% | +116.9% | +415.1% |
| 5Y | +487.4% | +315.0% | +172.5% | +330.4% |
| 10Y | +2,071.0% | +865.7% | +1,205.3% | +1,235.1% |
| All | +9,509.3% | +111.5% | +9,397.8% | +5,737.2% |
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