+224.4%
MRK vs TSEM
+1,313.0%
-1,088.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -4.3% | -4.9% | +0.6% | -4.0% |
| 30D | +8.3% | -18.7% | +27.0% | +9.3% |
| 3M | +20.0% | -18.1% | +38.2% | +20.4% |
| 6M | +25.7% | +77.1% | -51.4% | +18.4% |
| YTD | +38.7% | +80.1% | -41.4% | +30.1% |
| 1Y | +74.7% | +220.4% | -145.7% | +55.8% |
| 3Y | +45.4% | +650.1% | -604.7% | +17.9% |
| 5Y | +129.0% | +628.9% | -499.8% | +82.4% |
| All | +224.4% | +1,313.0% | -1,088.6% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling