+887.4%
TSEM vs STZ
+12.8%
+874.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +7.8% |
| 7D | +6.8% | -0.9% | +7.7% | +7.0% |
| 30D | -26.6% | +14.9% | -41.5% | -29.3% |
| 3M | -36.3% | +8.4% | -44.8% | -38.0% |
| 6M | -30.6% | +2.8% | -33.4% | -31.8% |
| YTD | +35.3% | +7.5% | +27.8% | +29.8% |
| 1Y | +59.2% | +12.5% | +46.7% | +50.5% |
| 3Y | +547.7% | -35.4% | +583.1% | +607.1% |
| 5Y | +337.5% | -29.3% | +366.8% | +351.2% |
| 10Y | +887.4% | +11.8% | +875.6% | +755.6% |
| All | +887.4% | +12.8% | +874.6% | +755.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling