+10.1%
MMM vs TSEM
+40.2%
-30.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +6.0% | -0.8% |
| 7D | -0.4% | +7.0% | -7.3% | -0.5% |
| 30D | +12.1% | -29.8% | +41.9% | +13.1% |
| 3M | +1.4% | -41.9% | +43.3% | +2.8% |
| 6M | +26.6% | -45.8% | +72.3% | +28.0% |
| YTD | +16.8% | +25.1% | -8.3% | +13.8% |
| 1Y | +10.1% | +48.2% | -38.1% | +5.4% |
| All | +10.1% | +40.2% | -30.1% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling