+1,326.7%
TSEM vs STT
+262.1%
+1,064.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | +1.0% | +3.7% | +4.3% |
| 30D | -14.2% | +2.8% | -17.0% | -15.2% |
| 3M | -5.0% | +18.1% | -23.2% | -11.2% |
| 6M | +87.6% | +59.2% | +28.4% | +55.8% |
| YTD | +84.4% | +51.5% | +33.0% | +55.7% |
| 1Y | +235.4% | +75.7% | +159.7% | +167.4% |
| 3Y | +668.0% | +200.8% | +467.2% | +398.6% |
| 5Y | +644.7% | +155.8% | +489.0% | +391.3% |
| 10Y | +1,326.7% | +266.4% | +1,060.3% | +646.1% |
| All | +1,326.7% | +262.1% | +1,064.6% | +646.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling