+72.1%
MA vs TSEM
+468.0%
-395.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -0.5% |
| 7D | +2.3% | -17.5% | +19.8% | +2.1% |
| 30D | +14.7% | -44.7% | +59.3% | +14.4% |
| 3M | +13.5% | -38.9% | +52.4% | +13.2% |
| 6M | +33.1% | -36.7% | +69.8% | +31.1% |
| YTD | +15.1% | +17.0% | -1.9% | +7.6% |
| 1Y | +18.7% | +62.8% | -44.1% | +7.0% |
| 3Y | +72.1% | +471.3% | -399.2% | +29.3% |
| All | +72.1% | +468.0% | -395.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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