-23.8%
TSEM vs STRL
+5,571.6%
-5,595.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +15.0% | -4.1% | +9.8% |
| 7D | -2.0% | -13.3% | +11.4% | -0.9% |
| 30D | -33.4% | -43.3% | +9.9% | -30.6% |
| 3M | -39.7% | -46.9% | +7.2% | -36.8% |
| 6M | -27.8% | -65.6% | +37.8% | -22.1% |
| YTD | +29.7% | -5.1% | +34.8% | +31.4% |
| 1Y | +81.1% | -23.1% | +104.2% | +85.6% |
| 3Y | +529.3% | +346.8% | +182.5% | +488.0% |
| 5Y | +315.0% | +907.2% | -592.2% | +271.7% |
| 10Y | +865.7% | +3,988.2% | -3,122.5% | +711.0% |
| All | -23.8% | +5,571.6% | -5,595.4% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling