+865.7%
TSEM vs STRL
+4,310.8%
-3,445.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +15.0% | -4.1% | +6.1% |
| 7D | -2.0% | -13.3% | +11.4% | +2.3% |
| 30D | -33.4% | -43.3% | +9.9% | -20.4% |
| 3M | -39.7% | -46.9% | +7.2% | -26.3% |
| 6M | -27.8% | -65.6% | +37.8% | +0.1% |
| YTD | +29.7% | -5.1% | +34.8% | +32.9% |
| 1Y | +81.1% | -23.1% | +104.2% | +95.4% |
| 3Y | +529.3% | +346.8% | +182.5% | +331.7% |
| 5Y | +315.0% | +907.2% | -592.2% | +126.4% |
| 10Y | +865.7% | +3,988.2% | -3,122.5% | +278.8% |
| All | +865.7% | +4,310.8% | -3,445.1% | +278.8% |
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