-26.1%
TSEM vs STZ
+4,141.5%
-4,167.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -9.5% | +5.3% | -14.8% | -10.3% |
| 30D | -35.5% | +19.6% | -55.1% | -37.8% |
| 3M | -41.6% | +10.0% | -51.5% | -43.0% |
| 6M | -30.1% | -0.3% | -29.8% | -30.9% |
| YTD | +25.7% | +8.6% | +17.1% | +21.7% |
| 1Y | +50.5% | +16.6% | +33.9% | +43.7% |
| 3Y | +501.7% | -34.8% | +536.5% | +532.3% |
| 5Y | +310.9% | -27.8% | +338.8% | +319.2% |
| 10Y | +849.8% | +12.5% | +837.3% | +783.8% |
| All | -26.1% | +4,141.5% | -4,167.6% | -56.5% |
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