+80.5%
TSEM vs MCO
+9.9%
+70.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.9% | -13.6% | -5.7% |
| 7D | -23.1% | +10.7% | -33.8% | -17.9% |
| 30D | -40.4% | +17.9% | -58.3% | -34.0% |
| 3M | -37.9% | +9.5% | -47.3% | -33.6% |
| 6M | -30.8% | +18.1% | -48.9% | -23.1% |
| YTD | +26.7% | +4.1% | +22.6% | +41.7% |
| 1Y | +80.5% | +9.3% | +71.1% | +106.8% |
| All | +80.5% | +9.9% | +70.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling