+609.9%
TSEM vs MCO
+26.6%
+583.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.5% |
| 7D | +0.9% | -7.3% | +8.3% | +2.9% |
| 30D | -16.6% | -1.7% | -14.9% | -16.5% |
| 3M | -10.9% | +3.9% | -14.8% | -13.2% |
| 6M | +78.0% | +3.8% | +74.2% | +72.3% |
| YTD | +77.2% | -7.9% | +85.1% | +78.7% |
| 1Y | +207.6% | -6.8% | +214.4% | +207.1% |
| 3Y | +637.8% | +40.9% | +596.9% | +531.5% |
| All | +609.9% | +26.6% | +583.3% | +551.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling