+75.6%
MMM vs TSEM
+805.6%
-730.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.6% | -0.5% |
| 7D | -0.8% | +7.0% | -7.8% | -1.8% |
| 30D | +11.7% | -29.8% | +41.4% | +16.1% |
| 3M | +1.0% | -41.9% | +42.9% | +7.3% |
| 6M | +26.0% | -45.8% | +71.8% | +32.6% |
| YTD | +16.3% | +25.1% | -8.8% | +4.1% |
| 1Y | +9.6% | +48.2% | -38.6% | -5.2% |
| 3Y | +157.3% | +476.5% | -319.2% | +67.4% |
| 5Y | +42.5% | +301.4% | -259.0% | -2.9% |
| All | +75.6% | +805.6% | -730.0% | -0.4% |
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 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