+79.6%
MMM vs TSEM
+839.5%
-759.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.8% |
| 7D | +7.0% | -9.5% | +16.4% | +8.0% |
| 30D | +18.4% | -35.5% | +53.8% | +24.6% |
| 3M | +4.5% | -41.6% | +46.0% | +10.9% |
| 6M | +33.4% | -30.1% | +63.5% | +34.2% |
| YTD | +20.0% | +25.7% | -5.8% | +7.4% |
| 1Y | +15.0% | +50.5% | -35.4% | -0.7% |
| 3Y | +165.0% | +501.7% | -336.7% | +71.4% |
| 5Y | +47.9% | +310.9% | -263.0% | +0.5% |
| 10Y | +79.6% | +849.8% | -770.2% | +2.3% |
| All | +79.6% | +839.5% | -759.9% | +2.3% |
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