+501.7%
TSEM vs STZ
-34.1%
+535.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -9.5% | +5.3% | -14.8% | -8.9% |
| 30D | -35.5% | +19.6% | -55.1% | -34.6% |
| 3M | -41.6% | +10.0% | -51.5% | -40.6% |
| 6M | -30.1% | -0.3% | -29.8% | -28.4% |
| YTD | +25.7% | +8.6% | +17.1% | +26.7% |
| 1Y | +50.5% | +16.6% | +33.9% | +50.3% |
| 3Y | +501.7% | -34.8% | +536.5% | +530.6% |
| All | +501.7% | -34.1% | +535.8% | +530.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling