+852.7%
TSEM vs STLA
-3.1%
+855.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.4% | +1.3% |
| 7D | +20.5% | -13.1% | +33.6% | +25.7% |
| 30D | -29.0% | -13.3% | -15.7% | -26.2% |
| 3M | -39.4% | -27.9% | -11.5% | -33.5% |
| 6M | -28.5% | -47.8% | +19.3% | -13.0% |
| YTD | +34.4% | -64.6% | +99.0% | +79.5% |
| 1Y | +48.3% | -64.0% | +112.3% | +96.4% |
| 3Y | +543.5% | -76.8% | +620.4% | +843.3% |
| 5Y | +331.4% | -74.2% | +405.6% | +485.7% |
| All | +852.7% | -3.1% | +855.8% | +641.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling