-28.3%
TSEM vs MDY
+2,644.5%
-2,672.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.5% |
| 7D | +10.4% | +1.0% | +9.4% | +9.4% |
| 30D | -12.9% | -3.1% | -9.8% | -10.2% |
| 3M | -9.2% | +1.8% | -11.0% | -9.6% |
| 6M | +98.8% | +10.8% | +88.0% | +85.4% |
| YTD | +87.2% | +14.4% | +72.8% | +70.2% |
| 1Y | +239.0% | +15.2% | +223.8% | +207.7% |
| 3Y | +679.5% | +51.2% | +628.3% | +467.4% |
| 5Y | +667.3% | +47.2% | +620.0% | +454.6% |
| 10Y | +1,301.0% | +171.1% | +1,129.9% | +492.0% |
| All | -28.3% | +2,644.5% | -2,672.8% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling