+48.2%
TSEM vs STLA
-64.5%
+112.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.8% |
| 7D | +7.0% | -13.8% | +20.7% | +9.0% |
| 30D | -29.8% | -10.5% | -19.2% | -28.9% |
| 3M | -41.9% | -28.9% | -13.1% | -39.6% |
| 6M | -45.8% | -49.7% | +4.0% | -41.8% |
| YTD | +25.1% | -64.9% | +90.0% | +29.9% |
| 1Y | +48.2% | -64.0% | +112.3% | +52.8% |
| All | +48.2% | -64.5% | +112.7% | +52.8% |
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