+11.3%
TSEM vs STRL
+9,392.5%
-9,381.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.8% | +2.1% | +7.5% |
| 7D | +6.9% | +3.4% | +3.5% | +6.7% |
| 30D | +5.3% | -9.2% | +14.5% | +6.1% |
| 3M | -14.9% | -51.0% | +36.1% | -10.6% |
| 6M | +80.0% | +15.8% | +64.3% | +78.6% |
| YTD | +89.4% | +58.9% | +30.5% | +84.6% |
| 1Y | +253.1% | +68.5% | +184.6% | +243.0% |
| 3Y | +642.1% | +485.2% | +156.9% | +574.1% |
| 5Y | +659.1% | +2,005.1% | -1,346.0% | +548.1% |
| 10Y | +1,291.4% | +7,118.0% | -5,826.6% | +1,022.1% |
| All | +11.3% | +9,392.5% | -9,381.2% | -15.4% |
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