+676.6%
TSEM vs STRL
+509.6%
+167.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.8% | +2.1% | +5.6% |
| 7D | +6.9% | +3.4% | +3.5% | +5.6% |
| 30D | +5.3% | -9.2% | +14.5% | +9.6% |
| 3M | -14.9% | -51.0% | +36.1% | +10.2% |
| 6M | +80.0% | +15.8% | +64.3% | +66.6% |
| YTD | +89.4% | +58.9% | +30.5% | +57.2% |
| 1Y | +253.1% | +68.5% | +184.6% | +184.9% |
| All | +676.6% | +509.6% | +167.0% | +339.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling