+667.3%
TSEM vs STLA
-62.5%
+729.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.4% |
| 7D | +10.4% | +0.7% | +9.7% | +10.2% |
| 30D | -12.9% | -2.4% | -10.6% | -12.7% |
| 3M | -9.2% | -23.9% | +14.7% | -3.2% |
| 6M | +98.8% | -24.6% | +123.4% | +112.2% |
| YTD | +87.2% | -50.5% | +137.7% | +116.6% |
| 1Y | +239.0% | -39.8% | +278.8% | +267.1% |
| 3Y | +679.5% | -65.6% | +745.1% | +843.6% |
| 5Y | +667.3% | -62.1% | +729.3% | +852.5% |
| All | +667.3% | -62.5% | +729.8% | +852.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling