+650.1%
TSEM vs MGY
+25.2%
+624.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | +3.5% | -8.4% | -5.8% |
| 30D | -18.7% | +5.3% | -24.0% | -20.1% |
| 3M | -18.1% | +2.6% | -20.8% | -19.0% |
| 6M | +77.1% | -3.3% | +80.4% | +76.3% |
| YTD | +80.1% | +29.2% | +50.9% | +61.6% |
| 1Y | +220.4% | +18.0% | +202.4% | +195.4% |
| 3Y | +650.1% | +30.0% | +620.1% | +556.9% |
| All | +650.1% | +25.2% | +624.9% | +556.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling