+663.0%
TSEM vs STRL
+2,010.6%
-1,347.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.8% | +2.1% | +5.8% |
| 7D | +6.9% | +3.4% | +3.5% | +5.7% |
| 30D | +5.3% | -9.2% | +14.5% | +9.2% |
| 3M | -14.9% | -51.0% | +36.1% | +7.9% |
| 6M | +80.0% | +15.8% | +64.3% | +68.7% |
| YTD | +89.4% | +58.9% | +30.5% | +61.3% |
| 1Y | +253.1% | +68.5% | +184.6% | +193.7% |
| 3Y | +642.1% | +485.2% | +156.9% | +342.4% |
| All | +663.0% | +2,010.6% | -1,347.6% | +226.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling