+11.3%
TSEM vs STZ
+3,606.8%
-3,595.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.6% | +8.0% |
| 7D | +6.9% | -1.9% | +8.8% | +7.2% |
| 30D | +5.3% | -1.9% | +7.2% | +5.6% |
| 3M | -14.9% | -6.2% | -8.7% | -14.3% |
| 6M | +80.0% | -14.0% | +94.0% | +83.9% |
| YTD | +89.4% | -5.1% | +94.5% | +89.2% |
| 1Y | +253.1% | -9.6% | +262.7% | +255.3% |
| 3Y | +642.1% | -47.2% | +689.4% | +715.9% |
| 5Y | +659.1% | -33.6% | +692.7% | +690.5% |
| 10Y | +1,291.4% | -9.8% | +1,301.1% | +1,253.1% |
| All | +11.3% | +3,606.8% | -3,595.5% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling