+617.0%
TSEM vs MDY
+43.9%
+573.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.0% |
| 7D | +0.9% | -2.5% | +3.4% | +3.6% |
| 30D | -16.6% | -5.0% | -11.6% | -11.8% |
| 3M | -10.9% | +0.5% | -11.4% | -9.9% |
| 6M | +78.0% | +8.0% | +70.0% | +69.8% |
| YTD | +77.2% | +12.2% | +65.0% | +64.2% |
| 1Y | +207.6% | +14.0% | +193.6% | +182.2% |
| 3Y | +637.8% | +48.2% | +589.7% | +473.7% |
| 5Y | +617.0% | +46.1% | +570.9% | +484.5% |
| All | +617.0% | +43.9% | +573.0% | +484.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling