+54.7%
MMM vs TSEM
+1,283.8%
-1,229.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -2.6% | +4.7% | -7.3% | -3.3% |
| 30D | -9.3% | -14.2% | +5.0% | -7.5% |
| 3M | +5.6% | -5.0% | +10.6% | +4.4% |
| 6M | +9.5% | +87.6% | -78.1% | -5.1% |
| YTD | +4.1% | +84.4% | -80.3% | -10.5% |
| 1Y | +9.4% | +235.4% | -226.0% | -16.5% |
| 3Y | +101.0% | +668.0% | -567.0% | +27.9% |
| 5Y | +26.1% | +644.7% | -618.6% | -21.5% |
| 10Y | +54.7% | +1,326.7% | -1,271.9% | -17.9% |
| All | +54.7% | +1,283.8% | -1,229.1% | -17.9% |
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