+207.6%
TSEM vs STLA
-40.1%
+247.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | +0.9% | -3.8% | +4.8% | +1.4% |
| 30D | -16.6% | -3.1% | -13.5% | -16.3% |
| 3M | -10.9% | -19.6% | +8.7% | -8.1% |
| 6M | +78.0% | -23.5% | +101.5% | +85.3% |
| YTD | +77.2% | -51.5% | +128.7% | +84.2% |
| 1Y | +207.6% | -39.7% | +247.2% | +219.3% |
| All | +207.6% | -40.1% | +247.6% | +219.3% |
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 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