+80.5%
TSEM vs STRL
-30.1%
+110.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -21.5% | +12.7% | +1.7% |
| 7D | -23.1% | -27.1% | +3.9% | -11.0% |
| 30D | -40.4% | -45.8% | +5.4% | -20.5% |
| 3M | -37.9% | -47.6% | +9.7% | -15.6% |
| 6M | -30.8% | -46.4% | +15.6% | -7.5% |
| YTD | +26.7% | -7.4% | +34.1% | +23.8% |
| 1Y | +80.5% | -25.9% | +106.3% | +98.7% |
| All | +80.5% | -30.1% | +110.6% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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