+507.1%
MDLZ vs TSEM
-23.1%
+530.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.3% |
| 7D | +2.2% | -9.5% | +11.7% | +2.5% |
| 30D | +10.1% | -35.5% | +45.6% | +11.8% |
| 3M | +9.1% | -41.6% | +50.7% | +11.0% |
| 6M | +10.0% | -30.1% | +40.0% | +10.0% |
| YTD | +26.8% | +25.7% | +1.1% | +22.6% |
| 1Y | +22.5% | +50.5% | -28.0% | +17.2% |
| 3Y | +5.3% | +501.7% | -496.4% | -7.6% |
| 5Y | +21.4% | +310.9% | -289.5% | +8.1% |
| 10Y | +102.0% | +849.8% | -747.8% | +69.0% |
| All | +507.1% | -23.1% | +530.3% | +433.4% |
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