+73.1%
MA vs TSEM
+657.0%
-584.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -1.5% |
| 7D | -2.7% | +6.9% | -9.6% | -3.0% |
| 30D | +1.5% | +5.3% | -3.8% | +1.1% |
| 3M | +20.4% | -14.9% | +35.3% | +20.4% |
| 6M | +11.1% | +80.0% | -68.9% | +1.8% |
| YTD | +2.0% | +89.4% | -87.4% | -7.8% |
| 1Y | -2.2% | +253.1% | -255.2% | -19.2% |
| 3Y | +41.9% | +642.1% | -600.2% | +0.8% |
| All | +73.1% | +657.0% | -584.0% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling