+1,753.6%
MMM vs TSEM
+11.3%
+1,742.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -0.4% |
| 7D | -3.3% | +6.9% | -10.2% | -3.8% |
| 30D | -7.0% | +5.3% | -12.3% | -7.5% |
| 3M | +10.8% | -14.9% | +25.7% | +11.1% |
| 6M | +5.8% | +80.0% | -74.3% | +0.2% |
| YTD | +6.8% | +89.4% | -82.6% | +0.5% |
| 1Y | +10.4% | +253.1% | -242.7% | -0.7% |
| 3Y | +104.7% | +642.1% | -537.4% | +73.8% |
| 5Y | +23.6% | +659.1% | -635.5% | +4.0% |
| 10Y | +54.1% | +1,291.4% | -1,237.2% | +23.4% |
| All | +1,753.6% | +11.3% | +1,742.3% | +1,308.7% |
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