+617.0%
TSEM vs MKC
-33.9%
+650.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -4.0% |
| 7D | +0.9% | -2.8% | +3.7% | +0.5% |
| 30D | -16.6% | -3.4% | -13.2% | -17.0% |
| 3M | -10.9% | +3.8% | -14.7% | -10.2% |
| 6M | +78.0% | -17.9% | +96.0% | +81.2% |
| YTD | +77.2% | -23.6% | +100.8% | +81.1% |
| 1Y | +207.6% | -23.1% | +230.6% | +214.0% |
| 3Y | +637.8% | -31.5% | +669.4% | +650.1% |
| 5Y | +617.0% | -33.1% | +650.1% | +630.3% |
| All | +617.0% | -33.9% | +650.9% | +630.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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