-36.7%
TSEM vs STRL
-69.0%
+32.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.4% | +2.3% |
| 7D | -17.5% | -26.9% | +9.4% | +1.5% |
| 30D | -44.7% | -52.7% | +8.0% | -5.8% |
| 3M | -38.9% | -52.8% | +14.0% | +4.2% |
| 6M | -36.7% | -71.5% | +34.8% | +51.8% |
| All | -36.7% | -69.0% | +32.3% | +51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling