+1,058.0%
TSEM vs STLA
+263.8%
+794.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +7.5% |
| 7D | +6.9% | +2.6% | +4.3% | +6.2% |
| 30D | +5.3% | -1.2% | +6.5% | +5.3% |
| 3M | -14.9% | -24.8% | +9.8% | -8.6% |
| 6M | +80.0% | -25.6% | +105.6% | +93.5% |
| YTD | +89.4% | -48.9% | +138.3% | +119.6% |
| 1Y | +253.1% | -38.8% | +291.9% | +286.1% |
| 3Y | +642.1% | -64.5% | +706.7% | +811.0% |
| 5Y | +659.1% | -62.4% | +721.5% | +793.2% |
| 10Y | +1,291.4% | +55.4% | +1,236.0% | +1,029.9% |
| All | +1,058.0% | +263.8% | +794.2% | +668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling