-31.2%
TSEM vs STT
+3,492.3%
-3,523.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | -17.5% | -2.5% | -15.0% | -16.8% |
| 30D | -44.7% | -5.0% | -39.7% | -43.7% |
| 3M | -38.9% | -10.5% | -28.4% | -36.6% |
| 6M | -36.7% | +10.0% | -46.7% | -38.1% |
| YTD | +17.0% | +30.7% | -13.7% | +8.5% |
| 1Y | +62.8% | +43.8% | +19.1% | +47.1% |
| 3Y | +471.3% | +168.1% | +303.2% | +330.4% |
| 5Y | +290.3% | +101.4% | +188.9% | +208.9% |
| 10Y | +790.1% | +211.3% | +578.8% | +497.8% |
| All | -31.2% | +3,492.3% | -3,523.5% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling