+1,936.0%
MMM vs TSEM
-31.2%
+1,967.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -1.7% |
| 7D | +6.2% | -17.5% | +23.7% | +7.4% |
| 30D | +14.2% | -44.7% | +58.9% | +18.3% |
| 3M | +2.9% | -38.9% | +41.8% | +5.6% |
| 6M | +27.6% | -36.7% | +64.2% | +29.3% |
| YTD | +17.3% | +17.0% | +0.3% | +13.3% |
| 1Y | +15.1% | +62.8% | -47.7% | +8.5% |
| 3Y | +157.1% | +471.3% | -314.2% | +121.2% |
| 5Y | +45.1% | +290.3% | -245.2% | +27.0% |
| 10Y | +83.9% | +790.1% | -706.2% | +50.9% |
| All | +1,936.0% | -31.2% | +1,967.3% | +1,489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling