+1,326.7%
TSEM vs STLA
+46.8%
+1,279.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | -14.2% | -5.2% | -9.0% | -13.2% |
| 3M | -5.0% | -24.9% | +19.8% | +3.2% |
| 6M | +87.6% | -25.2% | +112.7% | +103.9% |
| YTD | +84.4% | -51.4% | +135.9% | +123.2% |
| 1Y | +235.4% | -40.7% | +276.1% | +274.8% |
| 3Y | +668.0% | -66.3% | +734.2% | +893.3% |
| 5Y | +644.7% | -63.2% | +708.0% | +803.1% |
| 10Y | +1,326.7% | +48.7% | +1,277.9% | +1,103.7% |
| All | +1,326.7% | +46.8% | +1,279.9% | +1,103.7% |
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