-31.2%
TSEM vs STRL
+4,833.1%
-4,864.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.4% | +4.6% |
| 7D | -17.5% | -26.9% | +9.4% | -15.6% |
| 30D | -44.7% | -52.7% | +8.0% | -41.6% |
| 3M | -38.9% | -52.8% | +14.0% | -35.4% |
| 6M | -36.7% | -71.5% | +34.8% | -30.7% |
| YTD | +17.0% | -17.4% | +34.4% | +19.7% |
| 1Y | +62.8% | -35.0% | +97.8% | +68.7% |
| 3Y | +471.3% | +239.2% | +232.1% | +442.0% |
| 5Y | +290.3% | +830.2% | -539.9% | +252.2% |
| 10Y | +790.1% | +3,574.7% | -2,784.6% | +654.1% |
| All | -31.2% | +4,833.1% | -4,864.3% | -45.1% |
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