+15,614.6%
MA vs TSEM
+451.6%
+15,163.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -1.1% |
| 7D | +2.3% | -17.5% | +19.8% | +4.6% |
| 30D | +14.7% | -44.7% | +59.3% | +22.9% |
| 3M | +13.5% | -38.9% | +52.4% | +19.1% |
| 6M | +33.1% | -36.7% | +69.8% | +35.2% |
| YTD | +15.1% | +17.0% | -1.9% | +4.8% |
| 1Y | +18.7% | +62.8% | -44.1% | +2.2% |
| 3Y | +72.1% | +471.3% | -399.2% | +18.4% |
| 5Y | +92.8% | +290.3% | -197.5% | +38.6% |
| 10Y | +571.6% | +790.1% | -218.4% | +317.0% |
| All | +15,614.6% | +451.6% | +15,163.1% | +8,694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling