+167.2%
MMM vs TSEM
+521.6%
-354.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | +1.0% |
| 7D | +5.8% | -2.0% | +7.7% | +5.7% |
| 30D | +17.9% | -33.4% | +51.3% | +21.8% |
| 3M | +3.6% | -39.7% | +43.3% | +7.6% |
| 6M | +32.9% | -27.8% | +60.7% | +32.3% |
| YTD | +19.5% | +29.7% | -10.2% | +7.7% |
| 1Y | +16.5% | +81.1% | -64.6% | -2.1% |
| 3Y | +167.2% | +529.3% | -362.1% | +76.0% |
| All | +167.2% | +521.6% | -354.4% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling