+1,282.5%
TSEM vs MDY
+177.2%
+1,105.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.9% |
| 7D | -4.9% | -1.9% | -3.0% | -3.1% |
| 30D | -18.7% | -4.6% | -14.1% | -14.7% |
| 3M | -18.1% | -1.2% | -16.9% | -16.1% |
| 6M | +77.1% | +9.2% | +67.9% | +67.1% |
| YTD | +80.1% | +13.1% | +67.1% | +65.3% |
| 1Y | +220.4% | +13.0% | +207.4% | +195.5% |
| 3Y | +650.1% | +49.2% | +600.9% | +454.4% |
| 5Y | +628.9% | +47.2% | +581.6% | +432.8% |
| All | +1,282.5% | +177.2% | +1,105.3% | +496.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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