+676.6%
TSEM vs STLA
-64.4%
+741.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +7.6% |
| 7D | +6.9% | +2.6% | +4.3% | +6.3% |
| 30D | +5.3% | -1.2% | +6.5% | +5.4% |
| 3M | -14.9% | -24.8% | +9.8% | -9.5% |
| 6M | +80.0% | -25.6% | +105.6% | +91.4% |
| YTD | +89.4% | -48.9% | +138.3% | +114.4% |
| 1Y | +253.1% | -38.8% | +291.9% | +275.8% |
| All | +676.6% | -64.4% | +741.0% | +776.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling