+130.3%
MRK vs TSEM
+610.6%
-480.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.9% |
| 7D | -5.0% | +0.9% | -5.9% | -5.0% |
| 30D | +11.0% | -16.6% | +27.6% | +11.1% |
| 3M | +22.4% | -10.9% | +33.3% | +22.0% |
| 6M | +25.4% | +78.0% | -52.6% | +22.7% |
| YTD | +39.5% | +77.2% | -37.7% | +36.2% |
| 1Y | +78.0% | +207.6% | -129.6% | +70.7% |
| 3Y | +45.5% | +637.8% | -592.3% | +34.3% |
| 5Y | +130.3% | +617.0% | -486.7% | +113.3% |
| All | +130.3% | +610.6% | -480.3% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling