+80.5%
TSEM vs STLA
-53.0%
+133.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.8% | -12.5% | -9.3% |
| 7D | -23.1% | -0.6% | -22.5% | -23.1% |
| 30D | -40.4% | +3.6% | -43.9% | -40.8% |
| 3M | -37.9% | -20.6% | -17.2% | -36.1% |
| 6M | -30.8% | -34.3% | +3.5% | -26.7% |
| YTD | +26.7% | -57.3% | +84.0% | +33.8% |
| 1Y | +80.5% | -52.6% | +133.1% | +76.5% |
| All | +80.5% | -53.0% | +133.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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