+80.5%
TSEM vs STT
+53.6%
+26.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.2% | -10.9% | -10.8% |
| 7D | -23.1% | -0.1% | -23.0% | -23.0% |
| 30D | -40.4% | -1.7% | -38.7% | -39.4% |
| 3M | -37.9% | -6.4% | -31.5% | -33.9% |
| 6M | -30.8% | +17.7% | -48.5% | -38.2% |
| YTD | +26.7% | +36.9% | -10.2% | -4.7% |
| 1Y | +80.5% | +52.0% | +28.4% | +8.5% |
| All | +80.5% | +53.6% | +26.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling