+1,301.0%
TSEM vs STRL
+7,463.3%
-6,162.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -2.1% |
| 7D | +10.4% | +10.1% | +0.3% | +7.4% |
| 30D | -12.9% | -8.2% | -4.7% | -10.6% |
| 3M | -9.2% | -43.7% | +34.5% | +7.4% |
| 6M | +98.8% | +27.1% | +71.7% | +83.4% |
| YTD | +87.2% | +64.0% | +23.2% | +61.8% |
| 1Y | +239.0% | +75.2% | +163.8% | +186.4% |
| 3Y | +679.5% | +539.9% | +139.6% | +371.0% |
| 5Y | +667.3% | +2,133.0% | -1,465.7% | +238.5% |
| 10Y | +1,301.0% | +7,178.3% | -5,877.2% | +378.6% |
| All | +1,301.0% | +7,463.3% | -6,162.2% | +378.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling