+253.1%
TSEM vs STZ
-10.2%
+263.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.6% | +7.8% |
| 7D | +6.9% | -1.9% | +8.8% | +6.7% |
| 30D | +5.3% | -1.9% | +7.2% | +5.3% |
| 3M | -14.9% | -6.2% | -8.7% | -14.9% |
| 6M | +80.0% | -14.0% | +94.0% | +80.2% |
| YTD | +89.4% | -5.1% | +94.5% | +86.4% |
| 1Y | +253.1% | -9.6% | +262.6% | +248.7% |
| All | +253.1% | -10.2% | +263.3% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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