+852.7%
TSEM vs STT
+198.7%
+654.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | +20.5% | +5.1% | +15.4% | +18.1% |
| 30D | -29.0% | -0.2% | -28.7% | -28.5% |
| 3M | -39.4% | -8.1% | -31.2% | -36.8% |
| 6M | -28.5% | +16.6% | -45.2% | -32.3% |
| YTD | +34.4% | +37.8% | -3.4% | +18.7% |
| 1Y | +48.3% | +46.8% | +1.5% | +28.0% |
| 3Y | +543.5% | +181.2% | +362.4% | +333.2% |
| 5Y | +331.4% | +105.1% | +226.3% | +215.0% |
| All | +852.7% | +198.7% | +654.0% | +459.3% |
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