+799.8%
TSEM vs MGY
+210.8%
+588.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | +4.7% | +1.5% | +3.2% | +4.4% |
| 30D | -14.2% | +6.8% | -21.1% | -15.5% |
| 3M | -5.0% | +2.6% | -7.7% | -5.8% |
| 6M | +87.6% | -3.1% | +90.7% | +87.4% |
| YTD | +84.4% | +29.4% | +55.0% | +73.0% |
| 1Y | +235.4% | +22.3% | +213.1% | +217.8% |
| 3Y | +668.0% | +26.6% | +641.4% | +615.3% |
| 5Y | +644.7% | +92.1% | +552.6% | +503.2% |
| All | +799.8% | +210.8% | +588.9% | +571.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling