+2,484.0%
MRK vs TSEM
+8.4%
+2,475.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -2.7% | +4.7% | -7.4% | -2.9% |
| 30D | +12.7% | -14.2% | +26.9% | +13.3% |
| 3M | +24.2% | -5.0% | +29.3% | +23.8% |
| 6M | +27.8% | +87.6% | -59.8% | +23.1% |
| YTD | +42.2% | +84.4% | -42.2% | +36.7% |
| 1Y | +80.2% | +235.4% | -155.2% | +68.4% |
| 3Y | +48.4% | +668.0% | -619.6% | +32.5% |
| 5Y | +133.6% | +644.7% | -511.2% | +107.6% |
| 10Y | +236.2% | +1,326.7% | -1,090.4% | +186.8% |
| All | +2,484.0% | +8.4% | +2,475.6% | +1,848.1% |
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