+104.8%
MMM vs TSEM
+668.6%
-563.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -1.6% | +10.4% | -12.0% | -2.6% |
| 30D | -8.0% | -12.9% | +4.9% | -6.8% |
| 3M | +9.4% | -9.2% | +18.5% | +9.0% |
| 6M | +10.2% | +98.8% | -88.5% | -3.2% |
| YTD | +6.1% | +87.2% | -81.1% | -7.2% |
| 1Y | +10.8% | +239.0% | -228.2% | -14.7% |
| 3Y | +104.8% | +679.5% | -574.7% | +25.2% |
| All | +104.8% | +668.6% | -563.8% | +25.2% |
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