+644.7%
TSEM vs STZ
-38.0%
+682.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +4.7% | -6.0% | +10.7% | +4.8% |
| 30D | -14.2% | -8.9% | -5.4% | -14.1% |
| 3M | -5.0% | -12.6% | +7.5% | -4.7% |
| 6M | +87.6% | -17.2% | +104.8% | +88.6% |
| YTD | +84.4% | -10.0% | +94.5% | +84.0% |
| 1Y | +235.4% | -14.3% | +249.7% | +235.3% |
| 3Y | +668.0% | -49.9% | +717.9% | +677.2% |
| 5Y | +644.7% | -38.2% | +683.0% | +630.7% |
| All | +644.7% | -38.0% | +682.7% | +630.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling