+663.0%
TSEM vs STT
+145.1%
+517.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.2% | +7.7% | +7.8% |
| 7D | +6.9% | +0.5% | +6.4% | +6.7% |
| 30D | +5.3% | +3.9% | +1.4% | +3.7% |
| 3M | -14.9% | +20.0% | -34.9% | -20.6% |
| 6M | +80.0% | +55.3% | +24.7% | +52.9% |
| YTD | +89.4% | +53.3% | +36.0% | +60.9% |
| 1Y | +253.1% | +74.7% | +178.4% | +187.0% |
| 3Y | +642.1% | +205.8% | +436.3% | +415.1% |
| All | +663.0% | +145.1% | +517.9% | +459.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling