+240.4%
TSEM vs STT
+76.7%
+163.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.2% |
| 7D | +10.4% | +2.2% | +8.3% | +8.6% |
| 30D | -12.9% | +3.9% | -16.8% | -15.3% |
| 3M | -9.2% | +19.2% | -28.4% | -19.7% |
| 6M | +98.8% | +60.4% | +38.4% | +45.9% |
| YTD | +87.2% | +51.5% | +35.8% | +38.7% |
| All | +240.4% | +76.7% | +163.7% | +139.7% |
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