-23.8%
TSEM vs STT
+3,627.4%
-3,651.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +9.9% |
| 7D | -2.0% | +0.9% | -2.9% | -2.1% |
| 30D | -33.4% | -2.3% | -31.1% | -32.7% |
| 3M | -39.7% | -7.0% | -32.7% | -38.1% |
| 6M | -27.8% | +15.5% | -43.3% | -30.5% |
| YTD | +29.7% | +35.6% | -5.9% | +19.0% |
| 1Y | +81.1% | +47.9% | +33.3% | +62.4% |
| 3Y | +529.3% | +181.1% | +348.2% | +367.8% |
| 5Y | +315.0% | +108.2% | +206.8% | +225.4% |
| 10Y | +865.7% | +201.0% | +664.7% | +554.5% |
| All | -23.8% | +3,627.4% | -3,651.1% | -78.2% |
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