+15.0%
MMM vs TSEM
+69.7%
-54.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.5% |
| 7D | +7.0% | -9.5% | +16.4% | +7.1% |
| 30D | +18.4% | -35.5% | +53.8% | +19.8% |
| 3M | +4.5% | -41.6% | +46.0% | +5.9% |
| 6M | +33.4% | -30.1% | +63.5% | +32.7% |
| YTD | +20.0% | +25.7% | -5.8% | +16.5% |
| 1Y | +15.0% | +50.5% | -35.4% | +8.6% |
| All | +15.0% | +69.7% | -54.6% | +8.6% |
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