+85.6%
MDLZ vs TSEM
+1,304.6%
-1,219.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | 0.0% | +10.4% | -10.4% | -0.3% |
| 30D | -1.6% | -12.9% | +11.4% | -1.2% |
| 3M | +0.9% | -9.2% | +10.1% | +0.5% |
| 6M | +7.3% | +98.8% | -91.4% | +0.9% |
| YTD | +16.4% | +87.2% | -70.8% | +9.5% |
| 1Y | +3.0% | +239.0% | -236.0% | -7.7% |
| 3Y | -3.7% | +679.5% | -683.2% | -21.7% |
| 5Y | +15.6% | +667.3% | -651.6% | -8.0% |
| All | +85.6% | +1,304.6% | -1,219.0% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling