+693.2%
TSEM vs STLA
+189.2%
+504.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.2% | +11.1% | +10.9% |
| 7D | -2.0% | -6.4% | +4.4% | -0.3% |
| 30D | -33.4% | -1.3% | -32.1% | -33.4% |
| 3M | -39.7% | -19.9% | -19.8% | -36.5% |
| 6M | -27.8% | -42.9% | +15.1% | -17.0% |
| YTD | +29.7% | -59.4% | +89.1% | +59.1% |
| 1Y | +81.1% | -56.8% | +138.0% | +118.2% |
| 3Y | +529.3% | -73.1% | +602.4% | +728.8% |
| 5Y | +315.0% | -70.1% | +385.0% | +416.3% |
| 10Y | +865.7% | +19.8% | +845.9% | +737.0% |
| All | +693.2% | +189.2% | +504.0% | +457.1% |
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 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